I would recommend against that - creating files in the Windows directory without telling the user is not a good idea (at least in my opinion).
Plus, with a file-system monitor tool like FileMon, it's easy to find out its location.
I suggest you just keep a heavily encrypted registry key that is rather difficult to break. Remember, 30-day trial versions are not really effective shareware, since it is generally fairly easy to reset the counter to 0, or even just uninstall and re-install your program. If you really want effective shareware, you need to actually remove functionality from the program.