In default Windows Vista start menu, you will not see the Run command because this feature is disabled by default. If you are using the Run command almost of the time, here is how to enable it.
Right click Start Menu and choose Properties. In the Start Menu tab, click on Customize to open Customize Start Menu window. Scroll down and find “Run Command” check box. Select it and click Ok.
But if you want to disable this feature, just go back to the steps above and uncheck “Run Command” and click Ok. This will remove the Run commmand from your Windows Vista Start Menu.

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