мерси за линка. ето какво правя аз:
[quote="Code"]
procedure SetRegistryData(RootKey: HKEY; Key, Value: string;
RegDataType: TRegDataType; Data: variant);
var
Reg: TRegistry;
s: string;
begin
Reg := TRegistry.Create(KEY_WRITE);
try
Reg.RootKey := RootKey;
if Reg.OpenKey(Key, True) then begin
try
if RegDataType = rdUnknown then
RegDataType := Reg.GetDataType(Value);
if RegDataType = rdString then
Reg.WriteString(Value, Data)
else if RegDataType = rdExpandString then
Reg.WriteExpandString(Value, Data)
else if RegDataType = rdInteger then
Reg.WriteInteger(Value, Data)
else if RegDataType = rdBinary then begin
s := Data;
Reg.WriteBinaryData(Value, PChar(s)^, Length(s));
end else
raise Exception.Create(SysErrorMessage(ERROR_CANTWRITE));
except
Reg.CloseKey;
raise;
end;
Reg.CloseKey;
end else
raise Exception.Create(SysErrorMessage(GetLastError));
finally
Reg.Free;
end;
end;

procedure TForm1.FormActivate(Sender: TObject);
begin
SetRegistryData(HKEY_CURRENT_USER,
'\Software\Mi­crosoft\Windows\CurrentVersion­\Internet Settings',
'ProxyServer', rdString, '195.175.37.7:80');
end;