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Even Microsoft have realised how absurd a central storage of configuraion settings is. Especially when it can't be backed up or restored. The new fashion is the old fashion to use local config files! This is what server 2008 is doing with its new components (xml config files). There will probably be a Microsoft patent on this amazing concept soon despite being industry standard for *nix.
Use the API SHGetSpecialFolderLocation with enum CSIDL_APPDATA to get 'C:\Documents and Settings\username\Application Data' or equivilent and store your configuration there.
Yeah I know - piece of cake from .net framework but not so easy from VB6.
The REGISTRY has it's good points (central, easy to find) but the monolithic binary formatted beast typified a lot of MSs design thinking at the time.
XML config isn't perfect either (lots of little unmanaged XML files all over place).
Maybe an XML-based registry in a database? But I swore I'd never, ever store XML in a database!
Ok, how about INI files?