I have experienced the first major project with a memory leak problem… and how do one get started with Memory leak finding.
It is a tough task and the learning curve is quite steep.
You have to get to know the WinDbg. You can start here: http://blogs.msdn.com/tess/pages/net-debugging-demos-information-and-setup-instructions.aspx
Tess Ferrandez has some very nice “Debugging labs”, well take a look at: http://blogs.msdn.com/tess/
If you have a problem with a memory leak, take a look at his one: