I did get it working.
lRC = RegConnectRegistry("\\" & strComputer, HKEY_LOCAL_MACHINE, lKeyHandle)
lRC = RegOpenKey(HKEY_LOCAL_MACHINE, FullKeyName, lKeyHandle)
lRC = RegConnectRegistry("\\" & strComputer, HKEY_LOCAL_MACHINE, lKeyHandle)
lRC = RegOpenKey(lKeyHandle, FullKeyName, lKeyHandle)
'Save a string to the key
RegSetValueEx lKeyHandle, "DATADICTIONARY", 0, REG_SZ, ByVal "{Location of CDD file}", Len("Location of CDD file}")
RegCloseKey (lKeyHandle)