Simply put, the best way to find problems in your setup program is to make the setup program an early deliverable and apply for the Designed for Microsoft Windows logo. Getting the logo is the best way to make sure that your program integrates well with Windows. After all, that's what it's for. The more your program integrates with Windows, the more valuable the logo requirements become. If your setup program is complex, it might be worthwhile to apply for the logo just to get independent verification that your setup program does what it should. You should make sure the setup program satisfies the logo requirements even if you could care less about using the logo.
Part of the logo testing process is to pretest your setup program by using the VeriTest Install Analyzer, a freeware program that can be downloaded from the VeriTest Web site. Instructions on how to do this are included in the logo requirements. Install Analyzer first scans the registry and your hard disk, has you run your setup program, and then checks the system changes to make sure that they comply with the logo requirements. I recommend that you perform this process on a machine that has little software loaded, since the scanning process takes a while. (And, whatever you do, don't use this program as a model user interface.)
TIP
Test your setup program by using the VeriTest Install Analyzer.
Aside from the logo tests, I recommend that you do the following: