There is nothing inherently risky about saving data in the registry as long as you know and remember which registry area (key) you use. Using the registry may be somewhat faster than reading from a file. However, depending on what your macro is doing, you may not notice the difference.
There is a potential side effect of using values in the area of the registry (registry key) that Macro Express uses such as this:
HKEY_CURRENT_USER\Software\Insight Software Solutions\Macro Express 6\My Values
When you export the Macro Express settings (Tools, Export Program Configuration) and then import them either later (Tools, Import Program Configuration) Macro Express will display a warning about the registry keys and values that it does not recognize.
It is pretty safe to use other areas of the registry such as
HKEY_CURRENT_USER\Terry Work Area
You could also use something like this:
HKEY_CURRENT_USER\Software\Insight Software Solutions\Macro Express Data