See what files/registry keys are being accessed by application in Windows
I haven't tried it myself but someone should try Regmon and maybe post how it goes.
Microsoft Process Monitor is better at this job. I've tried other tools but they are not as good. And MS is most trustworthy in this case, since it is made by the OS developer anyway
Check out Process Monitor at
http://technet.microsoft.com/en-us/sysinternals/bb896645.aspx