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I cant seem to find the option to enable profiling for a C++ program in Visual Studio .NET, i just got it yesterday and thats the only thing i didnt like, other than there not being a button to execute the code in the build menu (at least not by default).
Unless they changed the IDE considerably, it should be a check box in the link tab of project settings. I stress should though, they could have changed everything. ;)
-Prelude
There isn't a profiler, but you can download a 'devpartner' version here