HOW TO find what DLLs my program is referring?

The keyboard shortcut CTRL + ALT + U [Debug.Modules] displays the Modules window, which allows you to view the .dll or .exe files used by the program in VS.NET 2003. It also shows the path of the DLL & version number.

In multiprocess debugging, you can right-click and select Show Modules for all Programs.

Invaluable!