I was looking in my registry for something, but in the software section, I found many many registry entries of old old programs or games! I did delete them, but why are they there? I have registry Doctor and run it, but these things never were deleted!! Did I do wrong to delete them????

You did well to delete them. It's a section of the registry that must be cleaned by hand.

Your registry cleaner leaves them there because they contain only settings values but no invalid path or reference to non existent registry keys.

And they are there because you either removed those programs by simply deleting the program files or the uninstall procedure has been written so poorly that it leaves in place the regitry entries which is quite often the case.