GODZYLLA and
loveco2001 you really don't know what you're saying
This value is added automaticaly when running launcher first time and pressing install. Moreover during this 'installation' launcher creates ini files in '{userdocs}\My games\Skyrim'. When adding this reg value manually or even by Inno Setup you tell the launcher that Skyrim is already installed and it not creates ANY ini file. In this case, without ini files, you'll not be able to run the game.
If you stubbornly want to add it during installation, you must also have a copy of ini files on DVD and force setup to copy them to right place. In this case there will be the risk that your ini files (placed on DVD during conversion) will not match the PC where you installed Skyrim in feature.