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.
Here is [Wikipedia List](http://en.wikipedia.org/wiki/List_of_tools_for_static_code_analysis#.NET) and [CodeRush](http://www.devexpress.com/Products/CodeRush/) is a nice tool to use for .NET.