I use Hive-Base Registry.

for example, I create a user "user1".
BUT this user is gone when I reboot the CE OS. Am I missing some
settings?

below is my reg settings.

[HKEY_LOCAL_MACHINE\init\BootVars]
"SystemHive"="\\Documents and Settings\\system.hv"
"ProfileDir"="\\Documents and Settings"
"Start DevMgr"=dword:1

[HKEY_LOCAL_MACHINE]
"RegPersisted"=dword:1

[HKEY_CURRENT_USER]
"RegPersisted"=dword:1