Allowing local files

I've been trying to use that extra setting program that came with UMSWE 4.0 to allow local files, but it refuses to work. I just can't use local files. I tried setting it in the regedit, but I can't find the key (infact, the only keys I can find relating to Warcraft III are the Art Tools keys). Can someone tell me how to get it to work (and possibly tell me the location of Warcraft III's registy keys)?

HKEY_CURRENT_USER\Software\Blizzard Entertainment\Warcraft III

If this key doesn't exist, my tool won't help. I tested this feature of War3Config, it is supposed to work.

The key doesn't exist. Is there some way to fix it?

Faulty install? Try reinstalling.