Здесь вообще regjump.exe не нужен. За все отвечает параметр
Lastkey в разделе
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Applets\Regedit.
Код:

#Include <GUIConstantsEx.au3>
Dim $Accel[1][2]=[['{ENTER}', 0]]
$hForm = GUICreate('JumpReg', 400, 95)
GUICtrlCreateLabel ('Путь к разделу реестра:', 20, 10)
$Input = GUICtrlCreateInput('', 20, 30, 360, 20)
$Button = GUICtrlCreateButton("Jump", 170, 60, 60)
$Accel[0][1] = GUICtrlCreateDummy()
GUISetAccelerators($Accel)
GUISetState()
While 1
$Msg = GUIGetMsg()
Switch $Msg
Case $GUI_EVENT_CLOSE
Exit
Case $Accel[0][1]
GUICtrlSetState($Button, $GUI_FOCUS)
ContinueCase
Case $Button
If Not _RegJump(GUICtrlRead($Input)) Then
MsgBox(16, 'Ошибка', 'Неверный путь.')
GUICtrlSetState($Input, $GUI_FOCUS)
EndIf
EndSwitch
WEnd
Func _RegJump($sKey)
Local $Root, $Text = StringSplit($sKey, '\', 2)
If IsArray($Text) Then
$Text = $Text[0]
Else
$Text = $sKey
EndIf
Switch $Text
Case 'HKEY_CLASSES_ROOT', 'HKEY_CURRENT_USER', 'HKEY_LOCAL_MACHINE', 'HKEY_USERS', 'HKEY_CURRENT_CONFIG'
$Root = $Text
Case 'HKCR'
$Root = 'HKEY_CLASSES_ROOT'
Case 'HKCU'
$Root = 'HKEY_CURRENT_USER'
Case 'HKLM'
$Root = 'HKEY_LOCAL_MACHINE'
Case 'HKU'
$Root = 'HKEY_USERS'
Case 'HKCC'
$Root = 'HKEY_CURRENT_CONFIG'
Case Else
Return 0
EndSwitch
Local $Class = '[CLASS:RegEdit_RegEdit]', $Delay = Opt('WinWaitDelay', 0)
Local $Prev, $Result = 1
If WinExists($Class) Then
WinClose($Class)
If Not WinWaitClose($Class, '', 5) Then
$Result = 0
EndIf
EndIf
If $Result Then
$Prev = RegRead('HKCU\Software\Microsoft\Windows\CurrentVersion\Applets\Regedit', 'Lastkey')
If @error Then
$Prev = 0
EndIf
If Not RegWrite('HKCU\Software\Microsoft\Windows\CurrentVersion\Applets\Regedit', 'Lastkey', 'REG_SZ', StringReplace($sKey, $Text, $Root, 1)) Then
$Result = 0
Else
If Not Run('regedit.exe') Then
$Result = 0
If IsString($Prev) Then
RegWrite('HKCU\Software\Microsoft\Windows\CurrentVersion\Applets\Regedit', 'Lastkey', 'REG_SZ', $Prev)
EndIf
EndIf
EndIf
EndIf
Opt('WinWaitDelay', $Delay)
Return $Result
EndFunc ;==>_RegJump