WHO DELETED THESE FILES?

We keep noticing random files missing from shared directories lately. These are mostly .pdf, .doc, and .xls files. Luckily I run a very tight backup system and am able to restore files within minutes. But, I would LOVE to know which user is deleting these files. How can I set my Windows Server 2003 to let me know when a file is opened, closed, and deleted (and by whom)? Is this even possible? Perhaps third party software is my best bet?

Our network is simple: All Windows XP/2000 desktops, a few 2003 servers, two 2003 DCs.

Thank you, in advance, for any suggestions you might have.