Microsoft

User Interface Transition from Windows XP to Windows 7

Run Command thru Search in Windows 7 Build 7000 Start Menu

To get to the Run command, you actually have to do a Search on "Run" for the icon to pop up. One of the first things I did was drag the icon to the desktop. Annoyingly, you can't drag the "Run" icon to the taskbar, like you can do with other programs, such as Firefox.