Microsoft Knowledge Base Article 321706 contains the following summary:
WARNING: If you use Registry Editor incorrectly, you may cause serious problems that may require you to reinstall your operating system. Microsoft cannot guarantee that you can solve problems that result from using Registry Editor incorrectly. Use Registry Editor at your own risk.
This step-by-step article describes how to use the Terminal Services Client Registry Editor tool (Tsreg.exe) to modify Terminal Services client registry settings in Microsoft Windows 2000 Terminal Services.
Tsreg.exe is available in the Microsoft Windows 2000 Server Resource Kit. You can use this graphical user interface-based tool to modify registry settings that relate to Terminal Services client options such as bitmap and glyph caching.