What I want is to prevent new changes to be written to hard disk. Is there a program that will allow this in Windows? I want to use normally the PC but when shutting down I don't want to save changes or alter any files.
I remember very well that such programs exist(or at least existed), but can't remember what they are called. I remember we had one of those programs on my schools PC's so that students wouldn't make any permanent changes.
The correct terminology to what I want to achieve is to make the disk write-protected. But of course in a loose manner because while working I want to be able to create a file or something but I don't want it to be stored permanently, so when I reboot I want that file gone.
I found the following program: Windows Steady State http://www.microsoft.com/downloads/en/details.aspx?familyid=d077a52d-93e9-4b02-bd95-9d770ccdb431&displaylang=en which probably would do the job but I'll have to try it and see.

