The problem is in this line:
Dim conn As New SqlConnection("Data Source=.\\SQLEXPRESS;AttachDbFilename="|DataDirectory|Copy of Regstr.mdf";Integrated Security=True;User Instance=True")
Change that into this:
Dim conn As New SqlConnection("Data Source=.\\SQLEXPRESS;AttachDbFilename=""|DataDirectory|Copy of Regstr.mdf"";Integrated Security=True;User Instance=True")
Hope this helps.