Is there any good tut's anyone would recomend about how the regedit works and how one use it.

Further more... I've noticed that when people talk about regedit they say HKLM and stuff like that which when I start regedit don't have. The closest would be HKEY_LOCAL_MACHINE. Is it the same thing and what happens if I make an .bat or .reg file that puts a file there? (Which I've already done)