Try using single quotes where KIX wants the quotes, and double-quotes inside those where the parameter wants them.
 Code:
WriteValue('HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run','RunBGInfo','cmd.exe /c "BGInfo\BGinfo.exe BGinfo\denbgAll.bgi /TIMER:0 /NOLICPROMPT"','REG_SZ') 
I always use single quotes for Kix so that commands that require double quotes will work.

Glenn
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Actually I am a Rocket Scientist! \:D