_winreg.pyd is a registry file used by Clamwin, a portable, open-source security software.  It is not a dangerous file unless corrupted.  Its most common path is: e:\portableapps\clamwinportable\app\clamwin\lib
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Essential program functions “hang out” in the Windows registry.  By using the registry as part of their file path, they keep from getting in each other’s way and bogging down the computer.

Over time, however, the registry can become trashed with entries that should have been uninstalled with their programs, entries that are damaged by adware, spyware, viruses, and Trojans, and entries that are simply outdated.

Anti-virus programs, unfortunately, don’t heal or repair a registry.  That’s what registry cleaning programs or for.  ZookaWare PC Cleaner is a registry cleaner you can try for free, and it also offers a 100% money-back guarantee on the paid version.