Invalid root in registry key

Try to run installer with RUN AS ADMIN - right click:

And like others said - editing registry is a "black magic" so rather "don't try this at home"...

It looks like JMathEdit is a commercial Java app; an equation editor that comes with an InDesign plugin, not a script. I think that Peter's suspicion that it's an installation issue is correct. Either the app or the plugin had some kind of installation issue, and we can't know whether the solution is to uninstall and reinstall the app and plugin, or to go do some Windows Registry hacking. 

As someone who edits my Windows Registry regularly, and as someone who reprograms my little EV's ECU without negative consequence, I can't endorse James' comment all the way. But for the most part he's right on the money; it's totally true that if you don't know what you are doing, messing about in the Registry is a fast & efficient way to ruin your install of Windows. It makes more sense that a .exe installer would make changes to the Registry. (I don't believe that an InDesign script would even be able to make changes to the Registry. It sounds like it'd be a mile-wide security hole. But an app installer absolutely can change the Registry.) 

Since we don't know anything at all about how your plugin works, we really can't make any Registry-editing suggestions to resolve your error. But you can contact your vendor's support at support@pilotltd.com, and they ought to be able to tell you how to fix it.  

I'm leery of a script that has to make registry modifications. AFAIK, that's an app/active installer practice only.

Messing with the Windows registry is like jamming a screwdriver in your car's ECU to see if that will make it start.

I'm not famioliar with the software, but the error looks like it could be that the software was not instaslled whre expected, or you tried to install it without administrator privileges.