The Windows registry is a directory which stores settings and options for the operating system for Microsoft Windows versions. It contains information and settings for all the hardware, operating system software, most non-operating system software, users, preferences of the PC, etc. Whenever a user makes changes to Control Panel settings, file associations, system policies, or installed software, the changes are reflected and stored in the registry. The registry also provides a window into the operation of the kernel, exposing runtime information such as performance counters and currently active hardware. Read more at Wikipedia

NT Registry Tweaker for U3 flash drives - free registry tool to manage and optimize Windows: