I have to hand it to the "SysInternals" folks at Microsoft – they sure come up with some great stuff. I just used this one: http://technet.microsoft.com/en-us/sysinternals/bb896653
I had a spurious windows with no title bar and no chrome (border,minimize,maximize & close box), just a text input box – very suspicious, especially since there have been malware threats that masquerade as IME (see http://threatpost.com/new-trojan-disguised-windows-ime-070610).
So, I ran this tool, dragged it’s "target" (next to the binoculars) onto the suspect window, and it instantly identified it as a child window of that bug-ridden annoyance known as "Adobe Reader". I right-clicked on the entry, picked "end process" and poof! window is gone. VERY nice indeed.
The stock Windows "Resource Monitor" tool (buried in “task manager”, with a link on the "performance" tab to launch it) is a little more refined and gives you similar information, but lacks features like the "target" which you can drag-and-drop on any window to identify it. Process Explorer also has some other niche tools which you might find handy from time to time.
They have a handy package called the sysinternals “suite” which contains most of the tools (including Process Monitor) all in one 13MB download.
Other utilities worth of note in the package include BgInfo (great for servers), Desktops, and Diskmon. MoveFile is also handy if you have a pesky file which won’t delete – you can tell it to delete at the next reboot and usually that does the trick. There is also a windows version of “whois” which unix geeks are probably familiar with. This lets you quickly see who owns an Internet domain name. ZoomIt is a nice tool for augmenting presentations, letting you zoom in and draw annotations (you see this used a lot in Microsoft tutorial videos).