Windows Vista and 7 do not include the Run command in the Start Orb this time. To find it you can go to All Programs, Accessories, and Run will be in the list.
To make the Run command appear in the Start menu, you can right click the start menu, go to “Properties”, Click “Customize”, Click “Advanced” and find the “Show Run Command”. Check that option, click “Ok”, and the option to select the run command is now in the Start menu.