Yes to any prompts.
As a test, do the default "Move to" and "Copy to" in the ribbon like below work for you? The context menu uses the same process as these do.
Suddenly, without a reboot, the items appeared on my context menu.
Originally Posted by Brink
When you double clicked on the add .reg files to merge them, did you approve all prompts?
You normally do not need to do anything else to add them.