The most you can do in Vista is to harness the command-line program fc.exe to compare registry export files that you create before and after the registry change. fc.exe is builtin command line tool.
fc Compares two files or sets of files and displays the differences between them
First, export a .reg file (or .txt file) and name it as say reg1 Then let the change happen; ie install the program, etc.Now export the changed .reg file (or .txt file) and name it as say, reg2.
Open a command prompt and type
fc /u reg1.reg reg2.reg > regcompare.txt
Since .reg files use unicode, the /u switch, tells fc.exe to use Unicode.You can now inspect the output regcompare in Notepad
Using Process Monitor
Process Monitor is an advanced monitoring tool for Windows that shows real-time file system, Registry and process/thread activity. It combines the features of two legacy Sysinternals utilities, Filemon and Regmon, and adds an extensive list of enhancements including rich and non-destructive filtering, comprehensive event properties such session IDs and user names, reliable process information, full thread stacks with integrated symbol support for each operation, simultaneous logging to a file, and much more.
Download process monitor from here
Quickly take a snapshot of your registry and then compare it with a second one
RegShot is a small registry compare utility that allows you to quickly take a snapshot of your registry and then compare it with a second one – done after doing system changes or installing a new software product.
The changes report can be produced in text or HTML format and contains a list of all modifications that have taken place between snapshot1 and snapshot2.
As a plus, you can also specify to scan folders and subfolders for changes.
Download Regshot from here