TRegistry.SaveKey or Bust!

Howdy All;

I am having a bit of trouble with the SaveKey function.  I am running
Delphi 4.0 C/S on NT using NTFS.

I am attempting to save a registry key to a file.  Here's a snippet of

procedure TForm1.Button1Click(Sender: TObject);
  Reg : TRegistry;
  Reg := TRegistry.Create;
  Reg.RootKey := HKEY_USERS;
  if NOT Reg.SaveKey('.DEFAULT','C:\TEMP\DEFAULT.REG') then
    MessageDlg('This did NOT work!',mtError,[mbOK],0);

Reg.SaveKey always returns False on this one..  I have tried commenting
out the Reg.OpenKey line in each of the tests (since Help says the
SaveKey function will open the key itself) - all of which produce a
False and zero byte file.

The help file did say that you should not use a file extension for a FAT
partition (which I'm not using) however, I have also attempted this
without specifying a file extension.  I did delete the created file
after each failed run.

Any help would be most appreciated.