IT:AD:WiX:HowTo:Create a Registry Key

Not that you should avoid seriously reconsider your app's design if you need to use registry keys, but just in case:

<Component Id="RegistryEntries" Guid="PUT-GUID-HERE">
    <RegistryKey Root="HKCU"
    Key="Software\Microsoft\MyApplicationName"
    Action="createAndRemoveOnUninstall">
    <RegistryValue Type="integer" Name="SomeIntegerValue" 
    Value="1" KeyPath="yes"/>
    <RegistryValue Type="string" Value="Default Value"/>
    </RegistryKey>
</Component>