How to test something using ROLLBACK TRANSACTION

Coming from MS SQL server, if I ever change anything vital on a
production system, or do any kind of major hackery on my own, I wrap it
in a transaction first:

BEGIN TRANSACTION;
DELETE FROM vital_information WHERE primary_key = 10;
ROLLBACK TRANSACTION;

I then make sure that the result comes back and says
1 row(s) modified
or something equally reassuring. I have horror stories where DBAs
fat-fingered something and deleted data. But when I do this in
pgadmin3, I get a dissatisfying result:
Query returned successfully with no result in 15 ms.
This response isn't wrong really... but it is not what I was hoping
for. Any way to get the result of the commands that were inside the
transaction?