One of my favorite third party controls is OjiCree's CoolTip, and its free.  Here are some links for it:

ASP.NET

OjiCree.com

Think of it as a tooltip on steroids where you can provide the tooltip content as html. 

Here is an image showing one of the ways I use it on my site:

Merely mousing over that blue question mark icon makes the cooltip popup.  The cooltip is the "Advanced Logon Options" window.  Of course, you can attach the cooltip to just about any control, an image, an entry field, a button, etc.

Cooltip has all of the following advantages over a tooltip:

1. You can use html and format it to look however you want.  In my example above, it follows my site's color scheme.
2. Unlike a tooltip, it does not timeout and go away.  It will stay up as long as the user is mousing over the control it is attached to.
3. Because there is no timeout, you can provide more lengthy descriptions.  It's perfect for online help.