Microsoft Foundation Classes (mfc.hlp) (Table of Contents; Topic list)
DEBUG_NEW Macro
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  #define new DEBUG_NEW
 
  Remarks
 
  Use to assist in finding memory leaks. You can use DEBUG_NEW everywhere
  in your program that you would ordinarily use the new operator to
  allocate heap storage.
 
  In Debug mode (when the _DEBUG symbol is defined), DEBUG_NEW keeps track
  of the filename and line number for each object that it allocates. Then,
  when you use the DumpAllObjectsSince member function of class
  CMemoryState, each object allocated with DEBUG_NEW is shown with the
  filename and line number where it was allocated.
 
  To use DEBUG_NEW, insert the define directive shown in the syntax line
  above into your source files. Then wherever you use new, the
  preprocessor will insert DEBUG_NEW, and the class library does the rest.
  When you compile a release version of your program, DEBUG_NEW resolves
  to a simple new operation, and the filename and line number information
  is not generated.
 
  NOTE: In Release mode, DEBUG_NEW is defined to be the standard operator
        new, so you can leave DEBUG_NEW in your code.
 
 
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