Edit Registry

How can I edit a registry value, especially a REG_SZ one. I have read "Grey Wolf"'s reply but my Visual C++ 2008 Express compiler gives an error saying that "registry.h" is not found.
#include "Registry.h"
You either:
a.) have to move the file into the directory/project area you are working in
or
b.) change the " " to < > to tell the compiler to look in the specified paths for the file
I dont have the file.
Google is your friend :)
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