Well there are a number of reasons. One of them is so you can prove if the club is genuine or not, by checking with the manufacturer. Another thing which Ping do, is they register the exact specifications of your clubs with your name and address as well as other personal information, so if you lose a club or have it stolen or broken they can rebuild it and it will be exactly like your club. Also, it is a good idea to write down the registration numbers of your clubs so if someones steals it, it can be easily be proven that it is yours.
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Simply go to the manufacturers website, and follow instructions from there. You may need information from the club such as the serial number, as well as where you bought it and when etc.