why not, rather than backing up programs just backup your data, format, reinstall windows and programs then restore your data/work?

get a live linux distro boot then backup.
try parted magic live cd.

Yes, I'm using Live@ Boot CD. But too lazy to install apps again, so I want to copy their registries + my data and programs.
I just want to know in which folder the program registries are located at.

C:\WINDOWS?

The registry hive is kinda an interesting beast in and of itself. There really isn't a set "file" that you could copy to backup your registry. What you need to do is boot into a DOS prompt and run reg.exe. It is a commandline tool for editing the registry and is located in C:\Windows\System32 on windows7. Using this tool, you may be able to export your entire registry to a file. For some more info on it, you can check this link out: http://www.computerhope.com/reg.htm

They give a good breakdown on working with Reg.exe.

Regards,
Ayrus