Monitoring an executable

[firewall]

I want to monitor an executable file, to see which registry keys it accesses, which files it makes and accesses during execution and any other thing it might do.

Which software can I use to monitor the file? Any help will be appreciated.

I am using Windows XP SP2.

If there is some software which fits the bill on some Linux distro, please tell about that too.

 

[xtknight]

Regmon, Filemon from SysInternals.

Linux: strace (system call trace), ltrace (library call trace)
lsof (to see open file handles)

 

[imported_FishTaco]

Process Monitor from Sysinternals replaces regmon and filemon.

http://www.microsoft.com/technet/sysinternals/utilities/processmonitor.mspx

 

[firewall]

Thanks. I will see if these programs serve my purpose.