'run' shortcut

There's a couple of things you can do. You can add the address bar to your taskbar, which gives you the ability to type in just about anything and having it run. If you've typed it before, just select it from the drop down list.
Another option would be to download a stand alone application that duplicates the Run box functionality. One I've found that works pretty good is OverRun from Gajits. com. You can even change the icon and text message it displays in the dialog window.