We've covered it a little in various threads, dont think we have an article on it so far. Your choices are to use a trigger to capture various changes or to use a server side trace. Which you use depends on your needs. I typically just add triggers to log the before image to a history table, this lets me see the entire state of the row prior to the change. Some approaches just log the actual changes. There are also some 3rd party tools that will create the triggers for you.
Andy