Any feature in pscan that actually changes the vehicle (apart from erasing error codes) comes with appropriate warnings and it will ask you to press the button again (as in, are you really sure?).
Provided that you don't ignore warnings, and if there is a warning that you don't like the look of just press "cancel" or "back", you won't do any harm; so just click on stuff and don't worry too much about experimenting a little.
For your log file just create a new folder/directory somewhere in your harddrive and save the log files in the new folder/directory.