HKEY_CLASSES_ROOT contains information about file associations and OLE. As shown in the following illustration, this is the same data as in the Classes subkey under HKEY_LOCAL_MACHINE\SOFTWARE.
The sole purpose for HKEY_CLASSES_ROOT is to provide compatibility with the Windows 3.1 registration database.
As with Windows for MS-DOS, the Windows NT File Manager includes an Associate dialog box for associating a filename extension with a specific application. Windows NT stores these associations in the Windows NT Registry. The Associate dialog box should be used whenever possible to define filename associations.