Activity Monitor is a simple and quick way to see what’s happening right now in SQL Server,
Not too much happening on my demo rig but you get the idea.
It took me a few minutes to open this because my local books on line has an error in it on how to open it (it suggests expanding form the management tree) so my other tip is to use the books on line that is actually on-line.
And it's several steps back from what was supplied in SQL Server 2005. Unbelievable.