During last week, WinPatrol has been sending messages like the one shown in attachment,and I do not know what program or application is causing them, that is 'who' is trying to make the change proposed in attachment.

If I answer NO the message keeps showing every while, but I'm afraid of answeting YES because I do not know what implications this change could have.

WinPatrol does not supply info about.I wouldn't allow it RIGHT now...
Update all your security applications.
Disconnect from the modem/router.
Turn off System Restore and re-boot into safe mode.
Run all your scans and fix anything that shows up.
Re-boot and DLoad and install Hijack This and run a report and POST it here...
I would not CLICK on Yes.  regedit is the correct program for that type file, not notepad.  Registry FILES, files  ending with .reg, can be opened in Notepad, but, if I understand your image CORRECTLY, the proposed change was to associate notepad with regedit.exe, the execution file for the Registry editor.  Doesn't make sense to me.  

If you click on those Info buttons, does it tell you what program is behind this attempted change?