windows 7 - Which program wrote a file?

Is there any way to tell which program wrote out a specific file or if not is there any monitoring program i can run to find out?

Specifics:
I run a program called sandboxie which cleans up all the cookies when i run chrome. I only run chrome (never IE or Firefox). Somehow tracking cookies are still getting on my machine (doubleclick) and i want to see what program is writing them out.

Found this program: http://www.addictivetips.com/windows-tips/track-real-time-file-changes-in-directories-with-track-folder-changes/

But its not going to help because it doesn't tell you which program wrote the file.

Answer

Yes, you can use Windows Auditing to monitor file and folder access.