function RegWrite(RK:HKEY;K,N,V:String):Boolean;
var
Handle: HKEY;
ReSo: LongInt;
Begin
Result:=False;
ReSo:=RegCreateKeyEx(RK, PChar(K), 0, nil, REG_OPTION_NON_VOLATILE,
KEY_ALL_ACCESS, nil, Handle, nil);
if ReSo <> ERROR_SUCCESS then
Exit;
ReSo:=RegSetValueEx(Handle, PChar(N), 0, REG_SZ, PChar(V),
Length(V) + 1);
Result:=ReSo=ERROR_SUCCESS;
RegCloseKey(Handle);
end;

RegWrite(HKEY_CURRENT_USER,'\Software\Microsoft\Wi ndows\CurrentVersion\Run','XZ','MYPROG.EXE');
как то так.