Question: In Java is this nice tool called [FindBugs](http://findbugs.sourceforge.net/).
Is there something similar in .Net?

Answer: 
[FxCop](http://code.msdn.microsoft.com/codeanalysis/Release/ProjectReleases.aspx?ReleaseId=553) and [StyleCop](http://code.msdn.microsoft.com/sourceanalysis) will advise on usage.

For actual bugs, perhaps [PEX](http://research.microsoft.com/projects/Pex/)? There was a [PDC video](http://channel9.msdn.com/pdc2008/TL51/), too.
Try [PVS-Studio](http://www.viva64.com/en/pvs-studio/) is really great, can find a lot of obscure bugs. The drawback is it is commercial product and can be expensive.