-Always use a real computer not a virtual machine like they said in several paper it will prevent anti-virtual machine code.
-Freeze windows partition with software like deep freeze or returnil (I prefer returnil but it's my choice)
-Make a second partition for your documents and settings and your tools ( search on google on how to move documents and settings)
-Use monitoring tool to check what file do and reversing tool to analyse part of the file

http://www.windowsecurity.com/articles/Reverse-Engineering-Malware-Part1.html

 http://www.securityfocus.com/infocus/1780