I would just like to add that while you are correct that the registry "was designed to alleviate the problems of having thousands of configuration files scattered all over the machine, each with a different syntax", Microsoft has now realized that it's design did not accomplish that well. They have decided that application specific configuration files are a better approach. They recommend them for all .NET applications and it is how ASP.NET applications are configured (for features such as Authentication, Session State, Application Variables, etc). The config files are in an XML format and are easily parsed using classes in the "System.Configuration" namespace.
In response to the OP: Most open source applications I have installed on my W2K box are ports of linux apps. They store their information in config files under "\Documents and Settings\username\appname\" or "\Documents and Settings\username\Application Data\appname\". Most people familiar with the linux apps ported to windows will expect one of those two methods.