Hunting for a program to track the source of registry changes

I have some variety of malware which is manifesting itself by changing registry entries to lock me out of functions such as task manager, command prompt, regedit, shutdown etc.; all annoying but easily fixable (interestingly it originally gave me the fake windows activation described in this sticky, which hasn't reoccurred since C:\a.exe was deleted. Can't find any info on the trojan name given in the sticky, though).
Finding it has been proving challenging, not least because of Microsoft's proficiency at being utterly inefficient. However, that's not what I'm asking for help with - I'm aware that there's a more appropriate forum for malware discussion, and I am slowly dragging myself through the FAQ there.

I was wondering if anyone knows of a program which can track the origin of changes to the registry. Webroot Spy Sweeper seems not to have noticed these changes, presumably because they look benign - so I'm after something which will log every change made, including those made through legitimate means. Google hasn't aided me much, so I guess it's a long shot, but worth asking.

Most appreciative of your time, even if you don't have an answer.

 

You don't say if you are prepared to pay for an application but here are all the registry progs on MGs

http://www.majorgeeks.com/downloads15.html

 

Rather then try and clean it yourself, head over to the experts at MajorGeeks.
Start here with the Read and Run
http://forums.majorgeeks.com/showthread.php?t=35407

 

Comodo Firewall not only tracks changes to files and registry values, but asks your permission. Of course, it's a firewall too. Best of all, it's free.

Here's some screenshots of Comodo in action while installing something (it has an "installation mode" you can temporarily use so you don't get a million popups to install one small program).