I wrote a dynamic tracing toolkit for Windows named D Probe. If you want to trace file system, socket, memory, registry, wininet, io control etc, and you want to know where they are called(stack trace), what parameters are passed in, what's the return value, how long the functions cost etc, furthermore, if you desire to trace private function not even exported by dll, you can write a filter and integrate it into D Probe, D Probe ships with source code of the filters mentioned above, you can use them as template to write your own filter. it's not a commercial product, and feel free to download at my public skydrive folder: download