The guys from
SK Tools are working on a new utility called SKTracker that makes snapshots (from registry, files, etc.) of your Pocket PC. This is useful for instance when you want to inspect changes on your system after installing and running a new program. I attached a screenshot to this thread.
You can download the most current beta by
clicking here. Without registration you won't be able save your settings.
If you are looking for a freeware snapshot tool, you can try
ssnap which is also developed by SK Tools. It is less convenient to use, however, and probably won't be as actively supported.
A little sidenote: any product from SK Tools will be 50% off on June 17th 2005.