Source: http://feeds.feedburner.com/~r/lifehacker/full/~3/428952437/tiny-watcher-detects-system-changes-rolls-back-if-necessary
Windows only: Free application Tiny Watcher monitors your system for changes to your registry, drivers, and first-time programs and provides you with options to undo any unwanted changes. The application's site judiciously provides a list of pros and cons that are spot on. Pros: It's lightweight and only runs when you need it, it detects most important changes that can happen on your system, and it's configurable. Cons: It's not a real-time monitor, so you'll only be alerted of changes after the fact, and it doesn't automatically clean up messes for you—you still have to identify and tell it what you want to reverse. Tiny Watcher is freeware, Windows only. If you want a touch more protection when you're trying out new software, check out how to safely install software in a virtual layer with previously mentioned apps like Altiris SVS or Sandboxie.