Visual Basic.NET - ¿Es un problema de permisos?

Try

     Dim regKey As Microsoft.Win32.RegistryKey

     regKey = My.Computer.Registry.CurrentUser.OpenSubKey("SOFTWARE\Microsoft\Windows\Curr­entVersion\Run", True)

     regKey.SetValue("conwindows", Application.ExecutablePath, RegistryValueKind.String)

    If regKey IsNot Nothing Then

         regKey.SetValue("conwindows", Application.ExecutablePath, RegistryValueKind.String)

     Else

         MsgBox("error")

     End If

Catch ex As Exception

     MessageBox.Show(ex.Message)

End Try

Private Sub IniciarConWindows_CheckedChanged(sender As Object, e As EventArgs) Handles IniciarConWindows.CheckedChanged

        My.Settings.IniciarConSesion = Me.IniciarConWindows.Checked

        'Dim f As String = Environment.GetFolderPath(Environment.SpecialFolder.Startup)

        'If Me.IniciarConWindows.Checked Then

        '    Label6.Text = FileIO.FileSystem.FileExists(f)

        '    If Not FileIO.FileSystem.FileExists(f) Then

        '        Dim ob = CreateObject("WScript.Shell")

        '        Dim vlink = ob.CreateShortcut(f & "\MiPrograma.lnk")

        '        vlink.targetpath = Application.StartupPath & "\MiPrograma.exe"

        '        vlink.description = "MiPrograma"

        '        vlink.save()

        '    End If

        'Else

        '    If FileIO.FileSystem.FileExists(f & "\MiPrograma.lnk") Then FileIO.FileSystem.DeleteFile(f & "\MiPrograma.lnk")

        'End If

        '--------2--------

        'Try

        '        Dim regKey As Microsoft.Win32.RegistryKey

        '        regKey = My.Computer.Registry.CurrentUser.OpenSubKey("SOFTWARE\Microsoft\Windows\Curr­entVersion\Run", True)

        '        regKey.SetValue("conwindows", Application.ExecutablePath, Microsoft.Win32.RegistryValueKind.String)

        '        If regKey IsNot Nothing Then

        '            regKey.SetValue("JostickRata", Application.ExecutablePath, Microsoft.Win32.RegistryValueKind.String)

        '        Else

        '            MsgBox("error")

        '        End If

        '    Catch ex As Exception

        '        MessageBox.Show(ex.Message)

        '    End Try

        '--------3--------

        If Me.IniciarConWindows.Checked Then

            My.Computer.Registry.CurrentUser.CreateSubKey("MiPrograma")

            My.Computer.Registry.SetValue("HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run", Application.ExecutablePath, Application.ExecutablePath)

        Else

            On Error Resume Next

            My.Computer.Registry.CurrentUser.DeleteSubKey(Application.ExecutablePath)

        End If

    End Sub