"Virtualize" only registry?.. Reboot and registry is back to normal

Hey all!
I'm new to this forum and these programs such as Shadowuser(which I tried)
but it didnt work nicely at all with Kerio Personal Firewall.
Kerio's firewall wouldn't start and popped out dialogs saying unknown wants to
connect to 127.0.0.1 at port 12xx and then after a second the box disappeared...
(and err I'd like more of ability to select which files/folders I want to
keep "shadowuser-ed" but noo, I'm only allowed to tick partitions and untick
folders)

After that I realized that only thing I would like to have
is the ability of Shadowuser to restore any registry change back to what it was
after reboot. I'd imagine it should be somehow "virtual registry" when applications
write and read from registry but anything written to the resgistry would not be
committed to disk.
So is anyone aware of such program's existence or if there would be such programs
as Shadowuser where I can select which files are "to be not written to disk",
please do tell me.

These files's changes should be contained ?

C:\WINNT\system32\config\* (Here should be "all" of registry)
and
C:\Documents and Settings\%username%\ntuser.dat (As far as I know, this file
contains local user's registry settings)