The Windows NT Registry Editor is REGEDT32.exe and is located
in the %windir%\system32 sub-directory. By default, no icon is
placed on your desktop. You can use explorer to drill down to
this file, right click, and create a shortcut. (This will be at
the bottom of the current window). Cut this shortcut and past
it in your %windir%\profiles\UserId\Start Menu\Programs\Administrative
Until you become comfortable with registry navigation and editing, consider setting options/read_only to prevent accidental modification. Click on Window/Cascade to display the 5 panes available. 99% of all your registry activities will use the HKEY_LOCAL_MACHINE pane and the HKEY_USERS pane. I suggest that you open the registry help and become familiar with the terminology, navigation and editing tools. Spend enough time navigating in read-only mode so you become comfortable.
You might want to get into the habit of creating a new ERD (Emergency Repair Disk) by running RDISK.EXE /S before making registry changes. I keep about 5 generations of the ERD. I also use ConfigSafe ( $35 ) to make frequent snapshots of the registry before and after making changes. I use this tool to track changes caused by new installs and configuration options (and to restore a snapshot if I or an install mess up) .
Heed the Microsoft warning about registry manipulation. DO NOT BECOME CASUAL AS YOU BECOME FAMILIAR.