If an application generates the subject message, it may to be using Null Sessions to access the registry. This is disabled by default starting with SP3 (SP2 and the Security hotfix). To enable Null Sessions access to the registry, edit:

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\LanmanServer\Parameters

Double click on NullSessionPipes in the right hand pane and add winreg to the string.

You must reboot for this change to take effect.