With all due respect to Microsoft, I'm going to choose to believe some of our experts who advise against registry cleaning. I'll give you some of their links to read.
This was written by Miekiemoes, who is an expert here and at many other sites.
Registry Cleaning won't really improve system speed anyway. Even though there are a lot of orphaned keys/values present, you won't notice a difference in system speed. The only difference you'll notice is when you actually search in your registry - but how many people do this?
Here is a very relevant post out of an excellent thread on this subject. It's quoting Mark Russinovich, who was the co-founder of Winternals and Sysinternals. Those were bought by Microsoft, and he then became a senior Microsoft employee.
Last, I'm going to quote Bobbi_Flekman, who is another expert here and elsewhere. He's a programmer by trade, understands the registry thoroughly, and taught registry exercises here in GeekU for quite some time:
There are a few misunderstandings about the Registry. People seem to think that cleaning the Registry will make the Registry smaller and easier managable. Unfortunately it doesn't work that way. What you are doing is create miniature gaps in the Registry's on-disc file. These gaps will be reused by new data to be inserted in the Registry. End result of this action is that the Registry becomes fragmented. Searching data in a fragmented file (be it a database on a network server or a user's Registry) is way slower than an optimized file. In short the only way to speed up handling of the Registry (and even that is marginal) is by completely rewriting the file(s).
Quite frankly, those recommendations are good enough for me - all of those people are extremely knowledgeable about the subject. Why Microsoft recommends cleaning the registry is beyond me, but I'll take having orphaned keys over possibly deleting something important any day. If you want to speed your PC's performance, then defrag your disk, get rid of unneeded startup items, clean the temp files - I've seen noticeable improvement by doing this on older slower PCs. That sort of maintenance is far more effective on improving speed and performance than cleaning the registry.