Start the intrusion detection process by comparing running processes and services. There are times when a compromise is fairly simple and can be found by just such a comparison check. The Microsoft Windows Sysinternals tool can be used for listing out processes, services, handles and other types of volatile data useful for incident response. I am going to assume what you're talking about is a server and therefore you cannot do a forensic investigation on the hard drive or storage device. You can, though, dump the contents of memory for use in a forensics investigation using tools such as WinDD or Mdd, but you might want to first start with standard incident response tools. There are commercial forensic tools that will dump volatile data and allow you to take an image of the system remotely.
There are also some system management tools like Ecora Auditor or Microsoft System Center Configuration Manager used for configuration management or patching that can do many of these things and compare a potentially compromised server to a known good system to let you know the differences.
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