What major changes from a pure capitalistic system did the New Deal involve?
Did you read the New Deal article linked in the post below?
Do you understand what the Social Security Act and other things mean, how they work, how they're very different from "pure capitalism"?
You should also go to one of these sites -- http://www.answers.com and
http://en.wikipedia.org/wiki/Main_Page -- and look up some terminology:
capitalism
socialism