Missing Diagnostics in Registry

Question

Device : HP iPAQ 110 Classic Handheld / Windows Mobile 6 Classic
Dev Tool: MS Visual Studio 2008
Framework: MS NetCF 3.5
Database: SQL Server Compact 3.5
Problem: According to this article, http://msdn.microsoft.com/en-us/library/ms229650.aspx , I must setup registry keys in [HKLM\Software\Microsoft\.NETCompactFramework\Diagnostics]. However, This registry key chain does not exist on neither Emulator nor Device. On both Emulator and Device alll I have is [HKEY_LOCAL_MACHINE\Software\Microsoft\.NETCompactFramework] and [HKEY_LOCAL_MACHINE\Software\Microsoft\.NETCompactFramework\Installer\...].  Must I create the path programmatically or at deployment?
Thanks