Well I thought I had it

I added:
Genre\Artist\Album\## - Title|%G\%A\%T\%# - %N

to

HKEY_CURRENT_USER\Software\Rio\Rio Music Manager\2.0\Encode Options\FilenameFormats

When this mode is selected in RMM I still get artist\album\## - title for the output.

Is genre something other than %G ?