To do this:
Take a snapshot.
Run my program.
Take another snapshot.
See a comparison of exactly what files and registry entries were changed.
This is for an almost trivial purpose, I'm setting up a new family PC and need to find out where some older games store all their user history files (unfortunately not in a defined save game location). So a high cost system restore package is not really what I'm looking for.
Searched the forum and found one reference that sounded perfect to a program called "What Changed". Unfortunately the post is two years old and the program is apparently no longer available.