TRegistry SaveKey doesn't work

Hi,

I work with TRegistry and the SaveKey() function won't run.

Here my Code:
void func()
{
String sFileName;

  if(SaveDialog1->Execute()){
    sFileName = SaveDialog1->FileName;
  }  else return;

 TRegistry * MyReg =  new TRegistry();
 MyReg->RootKey = HKEY_CURRENT_USER;

    if(!MyReg->SaveKey("Software", sFileName)){ // Error
      Application->MessageBox("Error", "SaveKey", MB_OK);
    }

 delete MyReg;

Quote
}

Why it doesn't work? The Key exists and the FileName is new. I try it
with and without extension for the filename.
Compiler BCB5 / Win95

Thanks in advance.

Thorsten