In reply to Frank the Husky:
It's a bit unnerving, but really is harmless. If you want to be extra safe you can do the same steps i did, which is.
Open the downloaded file with notepad to have a look at the registry changes you'll be doing, you can see that all you are doing is changing stuff to the folders. Then open your registry editor (regedit.exe, you can find with the search/run thingy) , and browse through to the entries in the downloaded file. (Each starts with HKEY_CURRENT_USER, and the rest is a standard URL type address).
If there's already a key with that 'name', write down the difference between what you have, and what the reg edit will change it to. If there isn't one then ignore it.
Go ahead and run the script. If any issues arise after running the script and you want to go back to how it was before, just go back to the editor and manually change back the key values to what they were before, and delete the keys listed in that document that were not in your registry previously, and that will put you back where you started.