Summary: Depending on your configuration and customization the Run command may not be visible on the Start menu. It's easy to make it show up.
When I go to Start menu I have no Run option?
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One of the "problems", if you want to call it that, with computer systems is that almost nothing is standard. There are defaults, there are common settings, and there are recommended tweaks and personalizations.
The net result is that often for something as "standard" as Windows XP, it's very easy for one person's Start Menu to be quite different from another's.
And so it is with respect to the Run... command. Let's find and enable it for you.
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Right click on the Start button and click on Properties:

Right away we can see that choice to be made: "Start Menu" or "Classic Start Menu". The good news is that the one you're currently using will already be selected, and I'm going to assume you don't want to change this right now.
But, the options are a little different depending on which you're using, so I'll show you both.
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Classic Start Menu
Click the Customize button:
Make sure that the Display Run option is checked. (If you don't see a Display Run option, then check out Why can't I enable the Run command?)
OK your way back out, and the Run... command should be visible on your start menu.
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Start Menu
For the not-Classic version, once again click the Customize button. Then click the Advanced tab, and in the Start Menu Items list, and scroll down until you see the item Run command:

Make sure that's checked. (If you don't see a Run Command option, then check out Why can't I enable the Run command?)
OK your way back out, and the Run... command should be visible on your start menu.
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As you can see the Start menu is extremely customizable. Go ahead and have a look at the various options - it's one of the places that I actually spend a few minutes each time I set up a new machine, customizing the start menu to my liking.
Related:
Ask Leo! - Why can't I enable the Run command?
Ask Leo! - When I use Start-Run and type in a command, why does a window just flash and disappear?
Ask Leo! - How can I control the size of my Start menu?
Ask Leo! - How do I get the entire Programs menu to always display?
Article C3030 - May 19, 2007
Still i follow these steps but i can't able to get the run command. When i try to open by pressing Win logo button + R it says it was disabled by system administrator. but i was logging as an administrator only please help...and give solution for me.... and one more thing even regedit was impossible to access
Posted by: lynn at May 27, 2008 11:26 AMI have this problem. I do not see "display run" in customize classic start menu, and also to the Start Menu/Advance. When I press Window and R key together, run does not come. Instead it tells me "this operation has been cancelled due to restrictions in effect on this computer. What will i do? Thanks...
Posted by: suraj mathur at October 10, 2008 9:43 PMThanks Leo, i thought theres no way to fix since i have religiously followed the instruction and it doesnt work, but when i tried it out again, its really working.. Leo is such a great fixer.. thanks man!
Posted by: Carrie Malabanan at October 28, 2008 9:28 PMI had the same problem this method didn't work for me as well. I got this problem solved from here
http://tandt-u.blogspot.com/2008/12/enable-run-command.html
Posted by: Kant at December 8, 2008 12:55 AMIn either the "start menu" or the " classic start menu" when i tried what you had suggested i do not see the " run command" when i click on the customize button...
Posted by: Rahul at February 24, 2009 5:35 AMwhats the program to operate open command in windows xp
Posted by: thair at March 5, 2009 1:06 AMI see the run command checked in customized menu but it does not show when i right click on start. Can you tell me how i use it if it is now visible?
Posted by: Mannie at June 11, 2009 5:46 AMhey leo there is no option for run in custmise start menu window wat to do??? m very confused...pls reply me.....
Posted by: ashish at October 21, 2009 6:09 AMI have missing "folder options" and run command in windows xp. And 2nd thing is that when I tried to open regedit.exe,it just flashes for few seconds,and disappeared, Also when I tried to go to administrator tools, its windso also flashes and disappeared after fiew secondos.
Posted by: Imran at November 2, 2009 4:26 AMI tried what you said but my computer wont let me right click it in the first place and my command prompt doesnt work.
Posted by: Dylan at November 20, 2009 8:40 AM