If you can run something like perfmon that's watching memory consumption by your application, the memory consumption will follow a stair-step pattern. After "x" number of calls, the memory will go up, and it won't go down.
Or, it's a simple thing to call AddInIdle(); right at the end (or start) of a call into the API. It requires nothing more than including one of the .h files. That's normally what I do to see if the memory settles after that point.