SQL Error when running DBObjects script - RegCreateKeyEx()

When running DBObjects setup script, sometimes the following error will be returned:

Msg 22002, Level 16, State 1, Line 0
RegCreateKeyEx() returned error 5, 'Access is denied.'

This error is a result of the DBObjects script trying to set up the ODBC DSN for the sample data feeds unsuccessfully.   This error occurs for two reasons:

1 - The SQL Server services account was changed using services.msc in Windows vs using SQL Server Configuration Manager.  When changing the service level account via services.msc, the correct registry entries are not made to SQL Server.  As a rule of thumb, this method should not be used.  Reassigning of the SQL Services account should be done using SQL Server Configuration Manager.
2 - The SQL account used to run the DBObjects does not have full system administrator privileges to the Windows server, or limited access rights, and is unable to access the Windows registry. 

While most of the time this is a non show stopper issue, make note that this is a potential indicator that the SQL does not have the full access rights its needs, and could potentially lead to other issues down the line.