Nice little 'donationware' command line utility for analyzing changes made to Windows* registry and files during installation by comparing before and after images. Tried it, looks quite good.

SystemSherlock Lite is a free
command line utility designed to analyze changes made to the
registry and file system on your Windows workstation.
SystemSherlock Lite saves an image of the registry and all your
files and folders. Later on - for example after installing some
software - you can analyze in detail what changes have been made
to your system. You will find out exactly which registry entries
and files have been created, deleted or modified. Very useful to
monitor program installations or to keep track of which files
and registry keys are tampered with over time.
http://www.kephyr.com/systemsherlocklite