Creating Zero-Length Binary in Registry

I'm trying to create a new binary value under the HKCU\Software\Microsoft\Internet Explorer\New Windows\Allow key. Unfortunately I am having some trouble. How do I create a new zero-length binary key?

I'm using this function which uses the RegCreateKeyEx in the AdvAPI32 API.

VB Code:

Public Function CreateNewKey(sNewKeyName As String, lPredefinedKey As Long)
    Dim hNewKey As Long         'handle to the new key
    Dim lRetVal As Long         'result of the RegCreateKeyEx function
 
    lRetVal = RegCreateKeyEx(lPredefinedKey, sNewKeyName, 0&, _
              vbNullString, REG_OPTION_NON_VOLATILE, KEY_ALL_ACCESS, _
              0&, hNewKey, lRetVal)
    RegCloseKey (hNewKey)
End Function

And this is the code to use the function:

VB Code:

For i = 1 To 3
        strValue = RegGetValue$(HKEY_CURRENT_USER, strSubKey, arrSites(i))
        If strValue = "" Then
            frmMain.CreateNewKey strSubKey, HKEY_CURRENT_USER
            frmMain.SetKeyValue strSubKey, arrSites(i), "", 3
        Else
        End If
    Next

Does this look like I'm doing it right?

Just realized why this might not be working. In my code I'm trying to create a key that already exists, what I need to do is create multiple values.

So I would need to change it to check for the key if it does exist then just create values. If it doesn't exist create the key then create the values.

Right?

*EDIT*
Although I'm still unsure if that is the correct way to make a zero-length binary value. I know a zero-length string is "" but what is the binary equivalent?