HKCR, HKCU, HKLM are all registry settings.
HKCR = HKEY_CLASSES_ROOT
HKCU = HKEY_CURRENT_USER
HKLM = HKEY_LOCAL_MACHINE
These are accessible by going to start, run
type: regedit
press ok
be aware that editing the registry and cause you really to send your computer to poo mountain!