How to save session state exactly with all programs running at a time?

I have game installed on PC with multiple levels which does not have save state feature, so when I reach e.g. level 10 I'd love to do snapshot of current Windows state including that game state, so let's say I progress to level 11 but I suddenly lose all lives, I'd like to restore that snapshot to play from level 10 again instead of starting from the scratch - game itself does not allow to start from level other than 1st one.

I use Windows 7 x64

Solution 1:

Windows does not support saving/restoring states.

The most you can is create a Windows virtual machine and install the game there. Virtual machine software has the ability to save states.