If you just want to uninstall cleanly you can use something like Revo Uninstaller to monitor the installation process.

If you want details then perhaps running Process Monitor before launching the installer will help, although filtering out all unrelated file system/registry changes might become difficult. NirSoft's RegFromApp could be of use here.

Finally, guess you can always create a complete before and after file listing of the drive using dir or any appropriate program, as well as a before and after full registry export, then compare the two sets of data. For the latter (registry compare), programs such as RegShot or RegShot2 can help you out.