Prior to installing your new application (or system option), open the registry using Regedt32.exe. For each Root Key that you want to compare, select it and from the Registry / Save Subtree As menu, Save as type Text Files, naming it something like HKLM.old. I would always choose the HKEY_LOCAL_MACHINE, HKEY_CURRENT_USER, and HKEY_CLASSES Keys.
After the install, repeat the above steps but use a .new extention. Use the FC command to compare the files.