I don't think any of the files from this game went into the reg.
If that's true, you can just delete the folder from the demo.
If you want to monitor what changes a game makes to your system while installing, "Raymond" at
***this site*** has some suggestions. Some of his links don't work, but you can get Regshot from
***Softpedia*** and UNDOReg from
***Majorgeeks***. I don't know if UNDOReg does anything that Windows Restore couldn't, but Regshot and InCtrl5 will let you know if an install makes changes to your registry.