Ad esempio ...

codice:
Private Declare Function RegCreateKey Lib "advapi32.dll" Alias _
"RegCreateKeyA" (ByVal hKey As Long, _
                  ByVal lpSubKey As String, _
                  phkResult As Long) As Long

Private Declare Function RegSetValue Lib "advapi32.dll" Alias _
"RegSetValueA" (ByVal hKey As Long, _
           ByVal lpSubKey As String, _
           ByVal dwType As Long, _
           ByVal lpData As String, _
           ByVal cbData As Long) As Long

Private Const HKEY_CLASSES_ROOT = &H80000000
Private Const MAX_PATH = 260&
Private Const REG_SZ = 1

Private Sub Form_Click()

    Dim sKeyName As String
    Dim sKeyValue As String
    Dim ret As Long
    Dim lphKey As Long

    sKeyName = "LMondiApp"
    sKeyValue = "Applicazione LMondi"
    ret = RegCreateKey(HKEY_CLASSES_ROOT, sKeyName, lphKey&)
    ret = RegSetValue(lphKey&, "", REG_SZ, sKeyValue, 0&)

    sKeyName = ".LMO"
    sKeyValue = "LMondiApp"
    ret = RegCreateKey(HKEY_CLASSES_ROOT, sKeyName, lphKey&)
    ret = RegSetValue(lphKey&, "", REG_SZ, sKeyValue, 0&)

    sKeyName = "LMondiApp"
    sKeyValue = "c:\progetto1.exe %1"
    ret = RegCreateKey(HKEY_CLASSES_ROOT, sKeyName, lphKey&)
    ret = RegSetValue(lphKey&, "shell\open\command", REG_SZ, sKeyValue, MAX_PATH)
End Sub