Basically, what I need is something like Dependecy Walker, but it should work with .NET applications. Is there anywhere such tool?
For .NET 4, check our CheckAsm: http://www.amberfish.net/
NDepend is the .NET tool specialized in dependencies management and visualization. The tool proposes both a dependency graph and a dependency matrix. A free trial of the tool is available here. Here are 2 screenshots of the dependency graph followed by the dependency matrix: