How do you know which ones to allow and which ones not to?
Generally speaking you won't have a pop up window in normal use of the computer.
The keys monitored are the startup ones, browser settings, tracing cookies, etc.
If you are not installing
right now any software, you won't see the alert window.
If you are, in fact, installing an application, you will see its path on the alert window and, easy, could 'allow' the update.
After that, you can run Ad-aware and SpyBot to comprove that the key added are a valid one (not spyware)
If you install software very frequently, do only the second part. It will be annoying answering the alert window so frequently