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What is the best way to understand what is going on in Windows Registry? Is there a book that can help you learn?

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The system internals tools are excellent for this. You can download regmon free of charge and then you can see all the access that occurs in the registry.

I learnt about how it all works by reading a book about Windows95 and the registry, but it should also be covered in Windows Internals what can I say but Mark Russinovich is a god when it comes to this stuff.

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Regmon is now replaced by Process Monitor – Rory Nov 20 '14 at 9:50

It all depends on what the program(s) are doing with the data. It really is up to the developer and how they want to use the registry

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The registry is a storage mechanism, which is used both by MS Windows itself and third party app developers (e.g., Adobe). Microsoft uses it to store user preferences, many of which can be controlled via the user interface (e.g., Control Panel settings, network connection settings). Application developers usually use it to store similar things.

Sometimes, you can bypass limitations in a program's user interface by changing settings in the registry directly.

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Watch Russinovich's videos. I've spent about 4 hours on them this week and they are pretty fascinating.

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There doesn't appear to be a book for Vista, but here's one from Microsoft Press for XP called Windows XP Registry Guide. Not too much is different in Vista. Best to get your info from the source, right?

And, of course, the Wikipedia article is very comprehensive, but it's rough reading.

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There's Mastering Windows XP Registry.

You'll really learn more about when you have some reason to modify it.

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I have had to edit it several times but it still feels like I a missing something. Some edits I have made include been to enable opening files, changing MTU settings etc... – FortunateDuke Jul 17 '09 at 1:30

Here's a little intro on what's up with the registry. There are also tools that let you observe registry modifications in real time if you are curious.

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Microsoft's Group Policy management and editor books are a good start also.

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