Application behavior analysis at run time

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Win32

MFC

VisualC++

Hello all,

can any body give me some concept, how to watch application behavior at run time.
example like any antivirus watching application behaviors and if founds any suspicious activity then popup some message.

As i think it is retrieving code segment and analyzing the API s. but i am not sure this is only the concept or not. if this is the concept then please give me some samples, like how to retrieve the code segment of any application.


Thanking You ALL