By default, Windows Vista does not have the "Run" command on the start menu. It's easy to get this back.
1. Open the start menu.
2. Right click on a non-icon area and select "Properties".
3. Press the "Customize" button.
4. Scroll down and find the "Run command" checkbox.
5. Check it and press OK.
6. Press OK.
You now have your run command on the start menu.