REG_OPTION_NON_VOLATILE This key is not volatile; this is the default. The information is stored in a file and is preserved when the system is restarted. The RegSaveKey function saves keys that are not volatile.
把你的REG_OPTION_VOLATILE参数修改成REG_OPTION_NON_VOLATILE就行了
long lReturn=RegCreateKeyEx(m_hKey,lpSubKey,0L,NULL,REG_OPTION_NON_VOLATILE,KEY_ALL_ACCESS,NULL,&hKey,&dw);
非常神奇