If you change a registry entry that is being used by another application, it's a good idea to let that application know what you did so that it's able to update / refresh itself. Problem is, you may not be aware of which programs could be affected by you editing the registry. So, why not send a message to all the windows notifying them about your action as follows:

SendMessage(
HWND_BROADCAST,
WM_WININICHANGE,
0, Advertisement

LongInt( PChar( 'RegistrySection' ) )
);
"RegistrySection" is of course the registry section which you changed.
If you're using Windows 95, you may have to use "WM_SETTINGCHANGE" message instead of "WM_WININICHANGE." Also, it's possible to use Win32 API function "SystemParametersInfo()" to send out more specific notices about registry and/or system parameter changes you make.