I'm pretty sure there's a tutorial to show how to do this, but I looked through the 1st 10 pages of the user submitted tutorials and couldn't find it so would someone please enlighten me?!
Easy. Go to the ACP, choose Configuration, Custom Profile Fields. Create the field and remember to choose "Required field". It'll then be on the registration page and profiles.
Required is... well, required if you want it on the registration page.