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On my XP Pro SP3 I only have the key HKLM\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon, with "Shell" being a value of type REG_SZ in there, and on that key only admins and the SYSTEM account...

Perhaps a code snippet isn't exactly required, but these bits of information could be really interesting:

the registry path you're attempting to write to
the Windows version you run your...