Sorry, just rising to the challenge of your limited scope. You never said it had to be bulletproof.

Keeping with the @Error method, someone wrote a one line UDF that clears @Error with an EXIT 0. Useful for times like this.

This works too but processes an IF on every LOOP.
Code:
Break on
$i = 0
$KeyName = 'dummy'
While $KeyName
 If $i
  ?"Name found: $KeyName"
 EndIf
  $i=$i+1
  $KeyName = EnumKey("HKEY_CURRENT_USER\Software\",$i)
Loop
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Give a man a fish and he will be back for more. Slap him with a fish and he will go away forever.