Run command is not available by default in the start menu in windows vista.To add the Run command in your Start menu follow the steps below:
Note:You can always Use WINKEY + R to bring up the Run dialog.
1. Right-click on your task bar and click on Properties
2. A Taskbar and Start Menu Properties window will open.
3. Select the Start Menu tab to the top.
4. Click the Customize button to the right of Start Menu
5. Scroll down the list until you find Run Command, make sure the box is checked.
6. Exit the windows and check your Start Menu.