I guess I should have been more specific - the Memory integrity slider is grayed out AND indicates that Memory integrity is off, so the problem is still not resolved.
The slider is gray with the message that "This setting is managed by your administrator", because you configured the registry key. The registry key overrides this control panel setting.
Since you get that message, you can know that you correctly created the key.
That the slider says it's off means that either the setting in the registry key isn't right - it needs to be set to "1", which is pretty universal for "on" - or that there's some other problem preventing it from working.
Sorry that my reply doesn't help actually fix the problem, but I wanted to let you know the gray option and message is not a problem itself, but an indicator that you made the registry change correctly. Just make sure that the value you specified is correct.