Your learn settings always depend on the AUT. If you are more specific, I am sure someone will be able to help. For example, If your AUT is a VB app, then you will want to use Hook Keys and Hook Mouse, possibly in conjunction with "Attah Using 4GL Names".
Actually you can write to the registry. You have to use DLL functions to do it, but you CAN do it. Another way to do it since those functions aren't included in the product:
Have the script create a .reg file with the registry settings that need to be set on each machine. And then have QARun open regedit.exe and use the menus to import the regitrsy settings. Another place to use this is for ODBC stuff to ensure that the same ODBC DSN's are set up on different machines.