Well I may have solved it. In the registry file in the Shim I changed
from HKLM to HKCU, I thought I may have to change the HKCR, but it seems
that HKCR will write to HKCU first.
Contact me if you have any shim install issues, I may have some insight.

Jim wrote:
I noticed the Shim uses HKCR in order to place the load behavior;
however if a non-admin users tries to register the shim they do not have
permissions to write to HKCR.
Any clues on how to get around this?