Heat remaps the registry, runs self reg on all the files it is harvesting, then collects all the registry keys written. Likely one of your components is writing this key during self-reg. You can either 1) suppress registry harvesting (-sreg) 2) modify whichever component is writing this key to not do so 3) write an xsl to remove the harvested key.
Additionally, you should consider bundling direct-x setup instead of redistributing the individual DLLs.