Use your favorite scripting language.
RunWait ("regedit /s your.reg")
or use RegWrite to add single reg keys.
If you are going to use an external utility, you could use the REG.exe command or create a custom vulnerability which allows you to read/write to the registry, package builder, or AutoitScript/VB etc... However, in the scripting languages PB, Autoit, VB, etc... I would use the native functions to write to the registry (e.g., Regwrite in autoit's case).