The links below may help you in understanding
what the Windows Registry is used for, as well as many tweaks.
Windows Registry Guide
http://www.winguides.com/registry/
Optimizing the Windows Registry
http://www.windowsitlibrary.com/Documents/Book.cfm?DocumentID=368
1001 Secrets for Windows NT Registry
http://www.windowsitlibrary.com/Documents/Book.cfm?DocumentID=69
MyDesktopHelp.Com Tips, Hacks, and Information Section
http://www.mydesktophelp.com/tips.php
Advanced Registry Tweaking
http://www.neowin.net/windows/9x/w9x_advreg.shtml