Memory Leak Detection in C++
The Insure++ product by Parasoft is not GPLed or free software, but it is a good tool for memory leak detection and code coverage, very similar to mpatrol. Insure++ does do more than mpatrol in the area of code coverage and provides tools that collect and display data. Trial copies of the software can be downloaded and tried for a specified time period on non-Linux workstations.
The product installs easily under Linux but is node-locked to the computer on which it is installed. Insure++ comes with a comprehensive set of documentation and several options. The code coverage tool is separate but comes with the initial package.
Insure++ provides a lot of information about the problems it finds. To use Insure++, it is necessary to compile it with the Insure++ front end, which passes it to the normal compiler. This front end instruments the code to use the Insure++ library routines. During the compiler phase, illegal typecasts are detected as well as incorrect parameter passing. Obvious memory corruption errors are reported. During runtime, errors are reported to stderr but can be displayed by a graphical tool. When building an application, either the command line or makefiles can be used, facilitating the building of projects and large applications.
Execution of the program is simple. Insure++ does not require any special commands to execute; the program is run as if it were a normal program. All the debug and error-trapping code is contained in the Insure++ libraries that were linked with the program.
An add-on tool, called Inuse, displays in real time how the program uses memory. It can give an accurate picture of how memory is used, how fragmented it gets and subtle leaks that seem small but could add up over time. I had an experience with a client who found that a particular C++ class was leaking a small amount of memory that, on a workstation, was seen to be quite small. For an embedded system that was expected to be running for months and possibly years, the leak could become quite large. With this tool, the leak was easily traced, found and fixed. Other available tools did not catch this leak.
Code coverage is analyzed by another tool, TCA. As the program is run with Insure++ turned on, data can be collected that, when analyzed by TCA, paints an accurate picture of what code was executed. TCA has a GUI that enhances the display of code coverage.

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Comments
The easiest way to prevent
The easiest way to prevent memory leaks is to use ready utils, like Deleaker ( http://deleaker.com/ )
Detecting Memory leak in Visual Studio (Debug mode)
The memory leak information is printed on "Output" window.
[ This advantage is in "Debug" mode only. ]
Example
int _tmain()
{
int* ptr = NULL;
ptr = (int*)malloc(sizeof(int)*20);
for( int i=0; i<20; ++i )
ptr[i] = i;
#ifndef NDEBUG
int flag = _CrtSetDbgFlag(_CRTDBG_REPORT_FLAG); // Get current flag
flag |= _CRTDBG_LEAK_CHECK_DF; // Turn on leak-checking bit
_CrtSetDbgFlag(flag); // Set flag to the new value
#endif
//free(ptr);
printf("\n\nPress Enter...");
getch();
return 0;
}
http://www.mindfiresolutions.com/Detecting-Memory-leak-in-Visual-Studio-...
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is there are any tools to prevent the memory leaks
I want to know is any tool for detect the memory leaks which for windows platform and it is able to include in the some other tools (we program are excuted...)
The best one is
The best one is Deleaker!
Deleaker is a run-time error detection and debugging tool for Visual C++ developers. Deleaker is a really useful add-in for Visual Studio that helps you to analyze programming errors, many of which are unique to Visual C++. With Deleaker you can detect and localize resource leaks such as memory, GDI and USER objects, handles.
http://deleaker.com
all thos tools sucks
the best way to discover memory leaks:
hard core debugging
one more tool for debugging memory leaks-Coverity Prevent
You can prevent memory leaks by watching for some common problems. Collection classes, such as hash tables and vectors, are common places to find the cause of a memory leak. This is particularly true if the class has been declared static and exists for the life of the application. . The prevalence of memory leak bugs has led to the development of a number of debugging tools to detect unreachable memory. Coverity Prevent is one of the tool that you can use for fixing these kinds of bugs. Coverity Prevent is also used by the Department of Homeland security to scan many open source projects. You can get more info at http://www.Coverity.com