Notepad++ Portable not working

I installed Notepad++ Portable 4.2.1 on Windows XP SP2. When I want to associate it with .txt extension, I found that does not work. I checked the registry:

Under HKCR\.txt, (Default) has been set to "Notepad++_file". However, there is no "Notepad++_file" key under HKCR.

If I manually create "Notepad++_file" and set the sub-key "Notepad++_file\shell\open\command\(Default)" to the path of Notepad++Portable.exe, once I open Notepad++ Portable, the application will change the original name of the key to "Notepad++_file-BackupByNotepad++Portable"(may be not exactly the name, sorry). This means I can only open a .txt file with Notepad++ once, not twice or more.

The original Notepad++ associates the file extensions perfectly. Is it a bug of the portable version?

Thank you!