If you look at the menu bar of the registry you see that it has a Favorites tab. In there you can select to add a key to the favorites or remove a favorite. Keys that have been added are displayed beneath those options; Clicking on one of the bookmarked keys opens that key in your registry.

If you click on Remove Favorites you can remove them in a new Window by selecting the ones that you want to remove. This is a great way to bookmark several paths that you use a lot.