It is "normal". For example, an application may install then offer
to associate certain file extensions as a preference or option. If
you do that, registry changes are made post-installation of course.
So the only way is to make a Register snapshots just before and
just after the installation and compare them?
Or contact the developers for all possible registry actions/locations
utilized by their application. Otherwise you are left to make
deductions and assumptions. Not a very reliable or inherently safe
choice. And the system itself will make registry alterations that
are not actually part of what the application does or even it's
installer necessarily.
But don't kill yourself with manual before and after, just get a
utility that tracks the installation "live". InCtrl5 may still be
available somewhere or
http://lists.gpick.com/pages/Install~Uninstall_Tools.htm
And I second the opinion that if something does not need to be
removed for a specific reason, most are better served by not trying
to do so in the first place. YMMV.