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Prior to performing a software change task, developers must discover and understand the subset of the system relevant to the task. Since the behavior exhibited by individual developers when investigating a software system is influenced by intuition, experience, and skill, there is often significant variability in developer effectiveness. To understand the factors that contribute to effective program investigation behavior, we conducted a study of five developers performing a change task on a medium-size open source system. We isolated the factors related to effective program investigation behavior by performing a detailed qualitative analysis of the program investigation behavior of successful and unsuccessful developers. We report on these factors as a set of detailed observations, such as evidence of the phenomenon of inattention blindness by developers skimming source code. In general, our results support the intuitive notion that a methodical and structured approach to program investigation is the most effective.