Start off by clicking on the start button>all programs>sql server>performance tools>SQL profiler.
- File>New trace
- Choose server instance
- give trace a name
- save to file (I recommend storing to a .trc file).
- trace files can get rather large so check use a stop time.
- Click run
This utility is great for monitoring , finding slow query response, CPU overhead and auditing users. You even have the option of storing the trace to a database(Not recommended).
Good luck!!!