How do I test for/track memory leaks in a CLI/CPP library?

Hi:

I've got a CLI/CPP wrapper library which wraps a native C++ library.
That wrapper is then available to be consumed by .Net (managed) clients.

I'm about to start testing for memory leaks for objects created in the CLI/C++ layer.

What is the best way to test for memory leaks?

Will something like Video Leak Detector catch leaked memory allocated in the CLI/C++ layer?

Is there another tool I should be using or another way to tackle this?

Thanks,
JohnB