Well in the case of rundll and scvhost, I want to know the name of the DLL file it is running. I don't know the answer with explorer.exe -- there are all sorts of services which spawn processes/windows under the explorer banner, but I don't know how to name them. Are they separate DLL files, just some subroutine within a humongous explore.exe or something else?
ProcessExplorer shows the following when holding the cursor over the process name:
rundll: Rundll target (path and description)
svchost: Services (and a list of service names)
explorer: Nothing special