Windows' built-in system backup program, System Restore, allows you to revert Windows and your applications back to what they were at a previous time. This restoration doesn't effect your documents and data.
Windows is supposed to create backups (called restore points) automatically, but as a safety measure, you should create one manually before doing anything dangerous.
Windows XP: Click the Start button and select All Programs, Accessories, System Tools and System Restore. Select Create a restore point, click Next and follow the prompts.
Windows Vista: Click the Start button, right click Computer, select Properties and click the System protection link in the left pane. Click the Create button and follow the prompts.
Windows 7: The Vista instructions above will work here, but there's an easier way. Click the Start button, type restore, click create a restore point and click the Create button.
With a little bit of work, you can make shortcuts to help automate this process. see Increase Your System Restore Points, Part 1 for details.