This is the SysInternals page on Microsoft's website with all their tools:
http://technet.microsoft.com/en-us/sysinternals/bb545046.aspxProcess Monitor is here:
http://technet.microsoft.com/en-us/sysinternals/bb896645.aspxDownload it, run it on the Citrix machine, run your program, find your program in the list, bring up Properties for that program, go to the Process tab, and check your modules (DLLs) in the list at the bottom. That will show all the DLLs loaded, including the directory from which each was loaded.
You can resize the Properties dialog so more DLLs show in the list.