I answered directly and included an example to make sure you really had a .reg file.
"You add to the registry by double-clicking the .reg file"
I also addressed your question about adding a .bat file to the registry
"You can't stick a .bat file in the registry. The registry is not like a folder in Explorer"
What you are trying to do is completely impossible. How can anyone help further without information on what you are trying to do? The reason you get questions is that you seem to be trying to do things with the wrong tools.
If you want to find out about the registry, try Googling "registry edit tutorial". Here's one tutorial
Registry Guide for Windows. You will find most tutorials are quite short and intended for the casual user.
If you are looking at registry editing, you could also see what software is available for doing that.
I use Macro Express (payware) which is "Programming for Dummies". It can do all sorts of very powerful things but in a very simple way. It can read and write to the registry and manipulate the data with its other functions. It can run batch files (ME interfaces transparently with the OS, registry and anything else). All the operations are done within ME. You program some basic function like open Notepad, attach a shortcut key and ME does it. No need for a batch file, the instructions are within ME and it just does what you program. If I wanted to manipulate the registry, I would get ME to read the keys I was interested in, manipulate them then write them back. I'm sure there are other similar applications that do this sort of thing without getting into serious programming languages.
Starman*