Setting values while creating sub-keys requires somewhat convoluted syntax, but is documented.

use Win32::TieRegistry(Delimiter=>'/');
my  $ms= $Registry->{'LMachine/Software/Microsoft/'};
$ms->{'Junk1/'} = {   'Junk2/'=>  {'/Junk3' => ['JunkVal','REG_SZ']}  
+     };
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This (tested) code will create the Junk1 key under Microsoft. Under that, under subkey Junk2, you will find the Name Junk3, which will contain the value "JunkVal".