For example, if I want to run Azureus, I simply type Azureus into the Runn box and it starts. Same with Firefox, just type Firefox.
How did I manage that, you ask? Simple! Through a batch file.
All I did was to write a small batch file for each program I wanted to launch that way:
start /d"%programfiles%/Azureus" Azureus.exe exit
This launches Azureus.
Let's break down the .bat file for the uninitiated:
This will tell the computer to close the command box that appears to launch the program. You shouldn't change this.
This is the path to the folder that contains the program file. Note that it's contained in double quotes and that it uses the Windows variable %programfiles%. As long as the program is under the Program Files directory, you needn't change that. Just change what comes after the / from Azureus to whatever the folder(s) is.
This is the actual program itself. Note that it is outside the quotes and is seperated from the rest by one space.
This closes the command box. This needs to be on a seperate line from everything else.
Now, save the file as whatever.bat in your C:\Windows\System32 or C:\WINNT\System32 folder. Now, you can launch the program from the run.. box by typing whatever (no need for the .bat part)