While reading this interesting article about a rootkit installed on a DRM protected Sony CD, I learned this little trick on how to remove registry keys that can't be deleted even under an administrative login. I always assumed that the Admin accounts could erase bits of the registry owned by Local System, but I guess not.
Article: http://www.sysinternals.com/blog/2005/10/sony-rootkits-and-digital-rights.html
Snippet: