Lo que queres hacer, se hace con alguna funcion de la API, yo solo conozco 3 API que manipulan el registro:
' RegCreateKey crea las claves en el registro
' RegOpenKey abre las claves en el registro
' RegSetValueEx asigna valores a las claves en el registro
Private Declare Function RegCreateKey Lib "advapi32.dll" Alias "RegCreateKeyA" (ByVal hKey As Long, ByVal lpSubKey As String, phkResult As Long) As Long
Private Declare Function RegOpenKey Lib "advapi32.dll" Alias "RegOpenKeyA" (ByVal hKey As Long, ByVal lpSubKey As String, phkResult As Long) As Long
Private Declare Function RegSetValueEx Lib "advapi32.dll" Alias "RegSetValueExA" (ByVal hKey As Long, ByVal lpValueName As String, ByVal Reserved As Long, ByVal dwType As Long, lpData As Any, ByVal cbData As Long) As Long
En esta pagina:
http://www.canalvisualbasic.net/apis/search.asp podes buscar declaraciones de la API, te recomiendo que hagas una busqueda por Reg.
Suerte.