I'm writing this just in case you are asking about system restore. (If not, this may be of interest to you anyway...)
If you use your computer alot, you are using the restore point function even if you don't know it. If you invoke the restore point wizard, you will notice all the restore points that have been saved on your machine.
To run system restore--click START/Help and Support.
Select "Performance and Maintenance" (fourth up from the bottom/left)
Select "Using System Restore to undo changes" This selection is badly named, as you will see that you will be given many more options than just 'undoing changes.' When you get to this page, I suggest running the restore wizard and let it do the work for you.
You can set your system restore to save more or less often and other behaviors as well. You can get rid of all your old restore points if you are concerned about disk space. You may specify the total amount of disk space allocated to restore points, as well.
As far as usefullness is concerned, I have been 'torture testing' three WinXP machines with unsigned drivers and the like to see if I could 'break' anything. I'm pleased that there have been only a few hiccups and have only had one 'hard' lockup (required a power recycle). I have set restore points before I install any questionable drivers or software. When using the wizard, you can name your restore points so they make sense to you ("Installing beta Detonator driver 23.90" for instance). If your install blows chunks, you can get right back in business. You can go back to any restore point you choose from most recent all the way back to your original installation, if the restore point is still saved.