Go to "Settings" > "Create Schedule", this will run a registry backup at user logon.
"Have the schedule run under the system account if the current account does n't have administrator rights, or if you want the schedule to run at system startup and not when the current user logs on".
I think that Shane set the fallback method as default, so that users who had problems with the VSS could still backup their registry prior to using WR. Personally I set mine to use the VSS.