This article really useful to take the reports on

1. Who's connected to your SQL Server

2. Dealing with blocked processes

3. Performance killers

4. Clues to SQL Server performance problems

5. Process Management

6. SQL Server

7. Database Performance

You can use with System tables built in with SQL server 2005 - which does these performance tasks for you. Check on sp_who, sp_who2, and Enterprise Manager are simply presenting data from the master.sysprocesses table.

Here go with the article from Microsoft which gives lot of info on this.

http://technet.microsoft.com/en-us/magazine/cc160786.aspx

Thanks

E.Ravi