removing all traces

I use software to check all registry changes when installing software I've downloaded and want to check out.
Then when I unload them and throw them away as I do with 90% of them I try to clean up after them and remove all traces.
But I can't do that. It's obvious that some of them know they've been here before. So they must have left something behind, somewhere.
How do they do that? What do they leave?

This has nothing to do with NSIS development.

That's quite right. It was a mistake. I think you should report it to a moderator and I'll repost it somewhere else. The moderator will remove it. I can't see how I can remove it.

In fact I'll go repost it now - (probably get a complaint I'm posting twice).