If used within the logon, HKLM is likely lacking perms for users to write to it. HKCU is a better choice.
To be honest, I prefer to do it in a group policy.

[ 30 May 2002, 02:11: Message edited by: LLigetfa ]
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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.