When looking for Win32 vulns MSDN can be a big help much of the OS is documented and learning the MFC has lots of goodies. Most of it involves relentless scouring of .DLL's, disassembling them and then checking all the functions for data validation and sanity checks. Also the use of packet crafters can be handy for creating malformed packets to see how software responds to intentional violations of buffers,data types,etc.
-Maestr0
