How to Back Up the Whole Registry
System Restore:
A quick and easy way to back up the Registry, but it has a fatal flaw. If you shut down and then can't restart Windows -- because the Registry is corrupted -- you can't restore the Registry from your restore point! Probably not a problem for casual editing of the Registry.
The F8 Key:
If you tap or hold down the F8 key just as Windows gets ready to boot you will get an option to start Windows in the "Last Known Good" configuration. If you do, Windows will revert to an archived Registry, which effectively backs out any changes you've made since then. You may have to reinstall a program, but It will get your computer running again.
This special program will allow you to restore the Registry in almost any circumstances -- and it's free. However, it may require "expert help" (expert instructions are included in the "documentation").
If you back up Windows with a drive image, the Registry is backed up as well. It takes more time, and much more space to back up all of Windows though. It's a good thing to do once a month or so, but ERUNT, or something like it, will be much more convenient for occasional changes to the registry.
Resources:
Recovery