You don't create the map folder, it's already been created when you've installed the game.
It should be here C:\Users\[username]\AppData\Roaming\Command and Conquer 3 Kanes Wrath\Maps
(remember you have to enable the viewing of hidden folders:
the AppData folder is hidden by default.
Open Windows Explorer from your Start Menu
Click the Organize drop-down, then Folder and Search Options.
Click the View tab in the Folder Options dialog that appears.
In Advanced Settings, turn on Show hidden files and folders.
Hit OK.)
Also, in the regedit, I've noticed that you've (Kpalsm) missed the second Electronic Arts folder:
HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\
Electronic Arts\
Electronic Arts\Command and Conquer 3 Kanes Wrath
Let me know if there's any more issues, I'll do my best to help you guys. ^^
Ready for Anything! --- C&C Labs Staff , Maps Staff , Moderator