[RESOLVED by schoolbusdrive]Save to registry, but it doesn't!

[schoolbusdriver]

I am only assuming that because there is not already a key for this in the registry, that it doesn't write to it.

That is correct. RegSetValueEx requires an pre-existing subkey if you're not writing a value directly to the hive's root. Use RegCreateKeyEx to create the subkey first.

As an aside, it's not good practice to use KEY_ALL_ACCESS, as this is likely to fail if you're not logged-in as admin. Use KEY_CREATE_SUB_KEY and KEY_SET_VALUE as appropriate.

EDIT From MSDN:

Unlike the RegCreateKeyEx function, the RegOpenKeyEx function does not create the specified key if the key does not exist in the registry.

The initial error will actually occur in RegOpenKeyEx.