I would use the reg.exe tool to export required keys before and after install, then just do text line by line comparison of those two files with perl (trivial).

reg export HKLM\Software before.txt
--install program--
reg export HKLM\Software after.txt
[download]

Also you might want to convert these files from utf-16 to utf-8 with iconv like this:
iconv -f utf-16 -t utf-8 before.txt > before_utf8.txt

(or do it with perl's Encode module)