Windows XP: where to write to registry from IE?

Question

I need to read/write some information in the Windows registry from my BHO. On Windows Vista/7, I create a new key under HKEY_CURRENT_USER\Software\AppDataLow\Software. This works fine, even in protected mode.

However, it does not work on XP. I tried to change the registry to HKEY_CURRENT_USER\Software\Classes\Software or HKEY_CURRENT_USER\Software, no luck.

What is the right registry key to use on Windows XP from a BHO?

IEGetWriteableHKCU does not exist on Windows XP, it was first added in Windows Vista