The Registry is the basic core component in Windows where all the
settings are stored. The registry has been around since the days of the first 32-bit version of Windows.
In the days of Windows 3.1, the system settings were stored in three main files: config.ini, autoexec.bat, and msdos.sys. When the first 32-bit versions of Windows rolled out, these settings were moved into the newfound registry. Not only did the registry store settings from those three files, but also now included all windows settings. Most of the settings that can be edited in the registry can be changed in the Graphical User Interface (GUI), but certain settings can only be accessed through the Registry.

Before editing the Registry, you should know a few things about the
structure of it. To aid in the understanding of the structure, I am going to use a hard drive metaphor.
In this scenario, the registry is your hard drive. The next level on your hard drive would be partitions on it.
These are represented in the registry as subtrees. There are two subtrees in the windows registry: HKEY_LOCAL_MACHINE and HKEY_USERS. To make the information more readily available, these have been divided into five subtrees as follows:

• HKEY_LOCAL_MACHINE
• HKEY_USERS
• KHEY_CURRENT_USER
• HKEY_CLASSES_ROOT
• HKEY_CURRENT_CONFIG

Furthering our metaphorical comparison, folders and subfolders are comparable to keys in the Registry.
Different keys represent different hardware or software objects. There are over a thousand keys in the registry. Files in the folders would correspond to entries. Entries are what comprise the registry.
Each setting in Windows is an entry in the registry. So this is what the registry would look like.

Editing The Registry

Depending on which version of
Windows is on your computer, the Registry editing choice is different.
If you are running a 9x version, only one editor, regedit.exe, is
included.
If you are running NT or
2000, you can either use regedit.exe or regedt32.exe.
My recommendation for the NT/2000 users would be to use regedt32.
It has more abilities than regedit, such as Read-Only mode, and a
Security menu. To start your registry editor of choice, select Run from the
Start Menu, and enter the name of your preferred editor.

Before actually editing the registry, you should back it up. You can never be too safe!
I have learned this lesson the hard way far too many times, so to be safe
I even back up the registry every week. Modifying the registry can cause serious
problems that may require you to reinstall your OS. I cannot guarantee that
problems resulting from incorrect use of the registry can be solved. Use the
information provided at your own risk.

On To the Tweaks
Registry tweaks can be divided into 3 categories.
Enhancements will add functionality to the OS that was either never
implemented or removed right before the OS shipped. Performance tweaks will increase your performance a minuscule amount. Then there are that will increase your system security. All three will be shown here today.