you can add run to the start menu
alternatively the search bar can be used as a run box

It's so easy to add 'run' to your vista menu

Right click on your start button and click Properties
Under 'Start menu' tab in Start Menu, click Customize
Scroll down and check 'Run command' then click Ok and Ok again.

Tada! there you go

Win-Key is the same key that opens the start button. It is used for many windows shortcuts. Here's a list of them:

Win-Key : Start Menu
Win-Key + R : Run...
Win-Key + D : Show Desktop
Win-Key + F : Find
Win-Key + L : Lock
Win-Key + Tab : The cool vista scrolling through windows
Win-Key + # : Runs that # on your quick-launch bar

Someone may want to post all these in a thread and hope it gets pinned

I do believe you dont get it on some continental keyboards. But every UK keyboard since 1997 and onwards has it. Its between control and alt.

The only exception is laptop and small keyboards. Most laptops dont have one.

i wonder how do i activate RUN when there is no WINDOW key on the keyboard ? both on WINDOWS XP & WINDOWS VISTA ?

As mentioned above, open the Start Menu's customisation panel (right-click on an empty area in the right-side of the start menu and hit the "properties" option.

From there you can opt to customise the start menu, scroll down and tick the box next to "Run Command". Can also be found in the "accessories" folder in All Programs