Registry key not found!!!

[S.G]

I am in the process of deploying the administration pack
for Outlook security. It requires the change of the
following registry key according to Microsoft
documentation:
HKEY_CURRENT_USER\software\Policies\Microsoft\Secu rity

The registry location is not present in my windows xp
computer. Does it exist? How can i create it or find it?

Please advise.

SG