Regsnap will get your registry changes. (Score 2, Interesting)

Regsnap from LastBit Software will snapshot the entire registry and system file
lists (if you want it to) and save it out to a file. Once you make your changes
or installations you can snapshot it again and then directly compare the two files
and generate a difference file of all the changes to the system. It's a fairly
useful utility for capturing what installers/applications do to windows based
systems. Unfortunately it's not free.