The surest way to clean out your registry is with a fresh install of your OS. It is not, obviously, the easiest way.
Registry 101: when an application is installed on your system, it registers itself. That is, it makes a record of what it is, where it is found and what it does. This may include things such as setting itself up as the default app (eg., for CD burning or web browsing or playing mp3s), additions to the context menu, etc..
When a program is uninstalled, these things are supposed to be removed from the registry. This doesn't always happen. Sometimes, things get left behind in the registry. This is what is called 'registry bloat'.
I recommend CCleaner
to get rid of these left-overs.