Application snapin/snapshot?

Hi,

I'm testing some stuff on my pc. Related to vb and things i just want to test.
first thing Does there is any tool that can capture a program and then after it you can save the program and reload it whenever u want.

I mean like making a snapin/snapshot of your VM ware image and then restore the stuff with Applications and all stuff still in it open and running.

Is there a tool that let me do that ONLY of a program. So not of whole OS. Or maybe of a USB/External harddrive. That would be great!!

Edit: found a tool called java VisualVM. It can make snapshots of programs. (But Only of java apps)
So i have nothing on it for what i need.

Thanks in advance!

Cheers,
NitrOwow