Begin with installing windbg:
http://www.microsoft.com/whdc/Devtools/Debugging/default.mspx
Then turn on the pageheap like this:
gflags.exe /p /enable yourexecutable.exe /full
This will insert a non writable page after each heap allocation.
After this launch the executable from inside windbg, any writes outside the heap will now be caught by this debugger. To turn of the pageheap afterwards use this:
gflags.exe /p /disable yourexecutable.exe
More info on how to use the pageheap here.