Today I present you Sandboxie. A Windows application which may save you a headache or two.
Basically, what it does, is runs applications in a closed environment (sandbox), preventing them from making any changes to your system.
That means it is a great app to run your:
-web browser (when visiting questionable websites)
-suspicious applications (cd-key generators for example)
-email client (those supposedly funny emails that threaten you will die if you don't forward it to 10 friends)
-etc . . .
Definately a great application + it keeps your Windows installation nice&tidy!
You can get it HERE