Memory leak detection

I have googled how to detect memory leak and knew that Microsoft offers a library which can help us with this problem. Is there any other way to do it by using my own IDE (I use Microsoft Visual C++ 2010 Express)?
I recall that last year, I used Lazarus for my projects, after running the program, there would be a window which showed us if there is any memory leak.
Try Deleaker, it has standalone version that works with binaries made by VC++ Express.
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