If you want (or need) to get some more in depth information of your application you will need to run some profiling on your application.
The first thing would be to consult the Windows performance monitor. This offers you to monitor several measures. This could be from cpu or memory consumption as well as bytes written to the hard drive or the network. All measures can usually be limited to a single process, so that you can only monitor your own application. But the performance monitor also offers .net specific measures. More information can be found on the Perfmon website on Microsoft.com.
With the freeware profiler nprof you can keep exactly track of what you application is doing. Most information is aquired using reflection and the profiling API. This way you can figure out what methods have been called and how often as well as how much time these calls consumed.
Last you can also add some tracing capabilities to your application. Some informatin about this can be found on a blog entry on msdn.com.