Importing a registry file whether it is a backup of your registry or an update to it can be done in two ways;

1. Double-click the registry file (myfile.reg where myfile is the actual file name)  This only works if the default setting for .reg files is Merge which is the Windows default setting.  If you have changed that setting to Edit then right click the registry file and choose Merge.
2. Open the Windows Registry Editor.  Select File>Import and browse to the file that is to be merged into the registry.

Windows XP supports importing of registry files made in any version of Windows since 95.  Earlier versions of Windows can only import a Windows XP registry file by editing the top line of the file from Windows Registry Editor Version 5.00 to REGEDIT4.  Also these versions of Windows do not support some of the value types that XP uses.  You may have to carefully edit the file for it to be usable.