Finally I have fixed it on my computer with WindowsXP. It seems that somebody made a typo in the source code!
I can see diffent keys in registry than you wrote:
HKEY_LOCAL_MACHINE -> SOFTWARE -> Electronic Arts -> EA Games -> Command and Conquer Generals Zero Hour -> ergc
HKEY_LOCAL_MACHINE -> SOFTWARE -> Electronic Arts -> EA Games -> Generals]-> ergc (including ])
After changing "Generals]" to "Generals" it works!
