Unable to amend registry for PuTTY

Hi, I've been using various PortableApps on some heavily locked down PCs and one of the things that's locked down is amending the registry.

It seems that PuTTY and therefore PuTTY Portable does need to do this in order to save anything from previous use and to avoid a warning dialog box at startup - is there anything that can be done to prevent PuTTY using the registry at all?