I right clicked on GNU and there was a delete option but I was unsure whether I should do this and if I did would I screw something else up.
You could always back up your registry and/or make a restore point before trying the fix.
If you have something else listed under
HKEY_CURRENT_USER\Software\GNU
besides
ffdshow
ffdshow_audio
then deleting the entire GNU key would probably affect that something.
Maybe deleting only the ffdshow and ffdshow_audio and not the entire GNU key would be safer? (at least if there's something else listed under the GNU key).
I'm not sure since I haven't tried the fix myself, and you might have something else under your GNU key that I don't.
Maybe Inland can explain better than I can.