A cool little program called AddToRun will let you specify any program you want with any name you want, and add it to the run menu (windows key + R). If you don't want to clutter up your desktop with shortcuts and don't want to dig through the start menu, this could be a convenient little tool to have. All you do is pick the program you want to run and give it a name. Then you can open the run menu (windows key +R), type in the name you gave the program and hit enter. And viola, you're program is running.