How to register my visual basic program into system registry?

You can't run the program directly by .exe file (which you have made by File >> "yourprojectname".exe) on other computer which havn't VB or dependency files installed. For this you have to make a Package of your Project -
Go to -
Start >> Microsoft Visual Studio >> Microsoft Visual Studio Tools >> Package & Deployment Wizard

Select your project file, click on the package and proceed further.