Dan,

The easiest way is to run the program inside VS or attach the VS to already
running process and then show the modules window Debug->Windows->Modules
menu.

If you want to see all loaded dlls by a process you can use the VAdump.exe
tool that comes with the SDK

In VS2003 it is located in (if you haven't changed the default instalation
path)
C:\Program Files\Microsoft Visual Studio .NET 2003\Common7\Tools\Bin\winnt

In VS2005 it is located in (if you haven't changed the default instalation
path)
C:\Program Files\Microsoft Visual Studio 8\Common7\Tools\Bin\winnt

ti view loaded dlls in the command prompt type
vadump -sop <PID>

Where PID is the process ID and can be get from the task manager.

This tool is not in the command prompt PATH, so you should either cange the
current folder to one of the above or add its path to the PATH environment
variable.