Helping people with computers... one answer at a time.
The option to display the Run command on your Start menu is controlled by options that themselves can be hidden. We'll look at restoring those options.
In one of your answers you showed how to turn on the Run command in the Start menu. On my machine the settings you pointed to aren't there. What do I do?
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This turns out to be relatively easy, but I'm concerned that it's also a symptom of a deeper problem.
Let's look at what that problem might be and then how to go about re-enabling Run.
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First, to be clear, in this prior article Where is the Run command on Windows Start Menu?, I discussed how the properties of the Windows Start menu include a checkbox for displaying the run menu. For example, in classic view:
However, I started getting reports that what many people were seeing was this:

So, where did it go?
As I've remarked in a previous article about Task Manager being disabled, if you didn't disable it then a virus probably did.
Disabling Run is yet another way some viruses cause trouble and try to make it harder for you to deal with their infections. You should run a complete and up-to-date anti-virus scan of your machine. It's possible, perhaps even likely, that you've been infected.
Once you come back virus-free, we can proceed with the fix.
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If you have Windows XP Pro you can use the Group Policy Editor to change the setting you want to repair. Click Start, then click Run, and type in gpedit.msc:

And press OK. This runs the Group Policy Editor.
Oh. Wait. You don't have Start, Run do
you? That's why you're here. 
In that case, using Windows Explorer, navigate to c:\windows\system32 and double-click on gpedit.msc:

Once in the Group Policy Editor, expand in turn:
User Configuration
Administrative Templates
And click on Start Menu and Taskbar. You should see something much like this:

Double click on Remove Run menu from Start Menu to change its setting:

It should be enough to click on Not Configured and then OK. If you now look at your Start menu properties, you should have the option of displaying the Run menu once again.
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If you don't have Windows XP Pro, then you'll need to edit the registry manually.
Click Start, then click Run type in regedit and click on OK.
Or, since you probably don't have Run, using Windows Explorer you can double click on regedt32.exe in c:\windows\system32.
Expand these registry keys in turn:
HKEY_CURRENT_USER
Software
Microsoft
Windows
CurrentVersion
Policies
Explorer
You should see something similar to this:

Right Click on the NoRun item and click on Delete. Confirm that you want to delete, and you should have the option of displaying the Run menu once again.
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One thing to note is that it's quite possible that if you're in an environment managed by a centralized policy, these settings may have no effect. Your IT administrator may set things up so as to disable the run command, and other things as well at the domain level. You'll need to ask them if this is the case.
Article C3089 - July 17, 2007 « »
February 18, 2011 12:36 PM
where is my run command and command promt?
18-Feb-2011
April 3, 2011 11:36 PM
When i try going to c:\windows\system32 it says i am not allowed for some reason.
06-Apr-2011
November 18, 2011 8:10 AM
Dear I follow all the above instruction I could run the regedit after cracking the Admin password but any how the Run not appearing and also the properties of the descktop change the wallpaper ETC. is that because of the Domin? I still believe that we can find a solution !?
thanks and Cheers
November 28, 2011 11:47 PM
Pl, my computer is window 7 ultimate, My computer operate window 7 normally, and all icons on the desktop are appear but icons on the desktop are can' open and run box can't call , how I try this problem , reply me, thanks
January 4, 2012 1:04 AM
you tell right but at the last point when i delete the no file from the regedit then it says UNABLE TO DELETE ALL SPECIFIED VALUES please reply to me