Seems like I should add some more info about previous note. There are two applications:
memtest.exe - C++, it acts as a server, starts and waits for connection. As soon as it’s established it starts sending info about memory operations.
MemTracer - C#, client application. It connects to the server and perform all the analysis of memory allocations/frees. In real world scenario memtest would be our game, role of MemTracer stays the same as it is. On other note, I’ve just started building my blogroll… It’ll take some time as my complete Google Reader list is over 100 entries :)