I'm thinking you are on Vista?  Vista "protects" against writing things to the Windows folder or Program files folder, so Vue cannot write the reg code.  You must run as administrator, which is different then giving a program administrator rights.  Right-click on the exe icon and select Run as Administrator.  I would also turn off the UAC in Vista.

LVS - Where Learning is Fun!  
http://www.lvsonline.com/index.html