"Failure writing to the system registry. The registry may be corrupt or you may not have the proper permissions."
You need permission to write to Registry - usually it is set by default for everyone on Windows 95 and for Administrators on Windows NT. Other possible problems you might have:
- Registry size exceeded the limit (check the Windows FAQ how to increase Registry size)
- You do have corrupted Registry
- You have utility that monitors Registry activity (access/changes/etc.) and for some reason it doesn't allow Internet Tools installation to add/change registry keys

I am using OstroSoft Internet Tools v1.1. Where can I download the latest version?
http://www.ostrosoft.com/download/full/ostronet.exe

"Access violation occurred while copying file"
Most likely you don't have administrator rights on this computer.

ICMP is detected as in use, even though I shut all services am programs, if I ignore this message everything is fine, except netstat shows nothing at all
ICMP.dll might be in use by OS and, if you ignore this message, it doesn't affect program functionality.
Now, netstat is different story. Most likely you are using Internet Tools under Windows 95/98 which has really weird SNMP implementation and, as result, unstable netstat.

Can I register from Australia?
You can register from anywhere in the world as long as you have Internet access and credit card. Try any of the following links:
https://www.regsoft.com/cgi-bin/reg_it_offsite.pl?6564
http://www.shareit.com/programs/102112.htm
https://www.regnow.com/softsell/nph-softsell.cgi?item=1594-2
You can also register by mail or by phone (you can get phone numbers and mailing addresses from the URLs listed above)

"File in use"
It's not an installation error. It simply shows that specified file is in use by OS. Even if you don't have any applications running, it still might be in use by some system process (TCP/IP stack in ICMP.dll case). Simply ignore this message.