You could also make an html link to "C:\windows\regedit.exe"... Or is it C:\windows\system32\regedit.exe? Hmm either way, you can go to notepad, and type:

<a href="C:\windows\regedit.exe">click here for registry</a>
This works incase your at the library or school and your doing stuff your not supposed to and they restricted your ability to type something like file:///%systemroot%/regedit.exe in the address bar. Be sure to save the file as .htm in notepad...