Identify where the performance issue is from

We have a mixture of W2K and WXP machines running on an W2K network.
We also have a SUN server running an internal database program. Alot of
users continue to tell me there computer is slow but I am wondering how I can
identify where the slowness is coming from. E.g. is it the network that is
slow, is it the SUN server, is it a W2K server issue or is it the
workstation??

Does anyone know an easy way to find this out or even a third-party
application which I can run to identify this. I've tried to use Performance
Monitoring before but seems very complicated unless I've been using it wrong.

Thanks.