The best approach is to watch them do their work and ask a lot of questions. For example, "Why did you have to leave this screen to go find X?"
A few months ago I heard a talk by the chief product manager at a photo album printing company where he talked about an in-depth series of customer interviews they'd recently conducted.
His advice was to keep asking why until you get to the root of why someone did something. However, if the answer you reach 'Because I don't want to die alone', then you've gone too far...
Also, 5 is just the "suggested" number. More or less may be needed. If you reach 'Because I don't want to die alone' in 3 whys, probably no need to try for 5...