Not that I'm aware of and I can't think of any 3rd party software that could do it at the moment either.
Why do you want to individually identify them?
I'm trying to pinpoint why exactly this svchost.exe on a laptop im working on is using up so much memory. With performance and reliability monitor I can actually see what the svchost.exe is using and it makes fixing the problem a sh*t load easier. With XP I can't see what it is.
Therein lies my problem.