I am aware of a tool which MS has provided which tells you about coss site scripting attack etc. The tool is http://www.microsoft.com/downloads/details.aspx?FamilyId=0178e2ef-9da8-445e-9348-c93f24cc9f9d&displaylang=en
But are there tools which you have used for ASP .NET applications which do similar to this and which one is widely used in ASP .Net applications ?