Get your pid with the ps command above then use this command:
That will give you exactly what you are looking for, lsof is list of open files. It has many options but most commonly is used with the -p and numerical pid of a process.
---------- Post added 05-04-12 at 12:35 PM ----------
On a side note you can add the 'ww' options to your ps command in addition to your aux options to see their command line options which usually include file paths, however it won't show you all open files.