Are you familiar with what these two are? If you are not familiar with these, these are two of the root keys that you can find in the Windows registry. These two are very important in making sure that the installation of Windows can be done easily. The main difference between the two is the main thing that they are referring to.
It is obvious that the HKEY current user is for the user and the HKEY local machine is for the local machine. If you use the first option, this means that you are changing the settings for yourself. If you choose the second option, this means that you are changing the settings for the whole machine.