In addition to what hazelnut said you can right click on the .reg file then chose to Edit the file with Notepad and you will see an entry like
Windows Registry Editor Version 5.00[HKEY_CLASSES_ROOT\.ppi]@="ppifile"[HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Uninstall\KB929399]"DisplayName"="Hotfix for Windows Media Format 11 SDK (KB929399)""UninstallString"="\"C:\\WINDOWS\\$NtUninstallKB929399$\\spuninst\\spuninst.exe\"""TSAware"=dword:00000001"NoModify"=dword:00000001"InstallDate"="20090108""Publisher"="Microsoft Corporation""NoRepair"=dword:00000001"HelpLink"="http://support.microsoft.com/?kbid=929399""URLInfoAbout"="http://support.microsoft.com""DisplayIcon"=hex(2):22,00,25,00,50,00,72,00,6f,00,67,00,72,00,61,00,6d,00,46,\ 00,69,00,6c,00,65,00,73,00,25,00,5c,00,77,00,69,00,6e,00,64,00,6f,00,77,00,\ 73,00,20,00,6d,00,65,00,64,00,69,00,61,00,20,00,70,00,6c,00,61,00,79,00,65,\ 00,72,00,5c,00,77,00,6d,00,70,00,6c,00,61,00,79,00,65,00,72,00,2e,00,65,00,\ 78,00,65,00,22,00,00,00"ParentKeyName"="OperatingSystem"
then by using regedit you can navigate to the key
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Uninstall
then you can navigate down to where KB929399 will be inserted and manually copy-n-paste the information needed to restore the registry entry to what it was before the cleaning operation began.