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Now that I'm hoping to learn some serious programming (ASM, debugging ASM, reverse compiling, WinAPI, etc) I'm having to install a whole lot of "stuff". Furthermore im considering dual boots, etc etc etc. Whats the best way to keep things clean? For instance, DJGPP is fairly standalone but requires me changing my autoexec.bat (i believe) and things like that. How do I make programs confined to a folder, without filling up the registry and loading all kinds of extra stuff. I want to be able to drag'n drop directories after i format, or simply delete things i dont want rather than go through some crazy uninstall that always screws the computer up.

I feel your pain. Unfortuanatly, I have not been able to find a satisfactory answer to that question. The Windows registry is a terrible thing, which is why Linux is so much cleaner. But, of course, Linux is also much harder to get up and running (for the average user, of course).
As far as I know, if a program wants to install and clog up your registry and Windows folder with tons of *.dll's and entries, you don't really have a choice. Most of that stuff is required by the program.

Right-o. The only way to know if a program will work the way you're talking about is to try it. You could put the folders on a CD, and try to run them on a friend's computer first to see if they will work.
-SN

This separation you speak of is only a reality at runtime. By default the OS has to create logical seperations between processes and enforce restrictions, access parameters, and resource management. By default, if it were, there are no rules of use.
"The Windows registry is a terrible thing"
Well, permissions on the registry are the only real problem. Other than that, please explain.
"Linux is so much cleaner"
I really don't know what you mean by that (unless you are referring to virtual memory space, Win9x certainly doesn't shine there). Linux certainly doesn't have less configuration scripts than Windows, and any argument that they are better organized is ridiculous. So Linux doesn't have centralization and it doesn't have less configuration files - so what makes it cleaner?
As far as seperating files from the OS, well that's a completely module kernel and QNX is the most popular implementation of this. But then again it takes a lot of development to make this work.
Past 16MB x86 cannot fit the registry (well, it doesn't use the whole thing) into memory along with the boot loader and kernel. This is a hardware limitation and it is for backwards compatability.

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