The OpenDCL Runtime MSI installs the Demand load keys just fine. It has worked for both XP and Vista. I install it with Administrator privillages.
I'm using Tarma ExpertInstall
http://www.tarma.com. It has a section for working with and importing Merge Modules. When I do the import it does not include the registry keys. I'm assuming this is a limitation of Tarma. At this point, I think the best bet is to install the Runtime MSI, export the registry keys and then import those into the Tarma Installer. Of course, I have normally stayed away from the ACAD registry, not sure if the (R16.0\ACAD-xxx:xxx, R17.1\ACAD-xxxx:xxx, etc) xxxx:xxx are the same on all machines/installs, just different for each version... Any insight is greatly appreciated, even though I know this probably isn't the place for the AutoCAD registry 101 course.