Is there a way to enter a comment into a subkey, such as
you can do by adding REM or a "*" when you edit text files?
Have you tried to create key/value names like "Comment" or "REM"?
Whether data value strings starting with REM or "*" work as comments
will depend solely on the application (if any) reading the data. I
know it does work for data values in
HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\Run; I suspect this
won't work for many others. But no application should get confused by
the presence of unnecessary key/value names.