How do you add Start->Run shortcuts in Windows XP?

From http://commandwindows.com/runline.htm:

Adding applications to the Path

Alternatively, the Registry can beedited to explicitly contain the pathto the desired executable file orfiles. The Registry key involvedisHKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\AppPaths

1. Create a new sub-key with the name of the executable file that youwish to add to the path. e .g.,HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\AppPaths\somefile.exe
2. In this new key, add a string variable named "Path" containing thevalue of the the path to your newexecutable file, e.g., C:\Programfiles\newprogramfolder\
3. The new key will already have an empty variable (Default). Edit it tohave the string value of entireaddress of the new program executable , e.g., C:\Program files\newprogramfolder\somefile.exe

3 steps.

1. Create a shortcut to the foo.exe you want to run (foo.lnk)

2. Copy the foo.lnk to your C:\windows directory.

3. Run foo.exe by simply typing "foo" in your run dialog. ("start foo" in cmd prompt works too)

You could also use an application launcher like Launchy, Slickrun or Executor. That way you wouldn't have to mess with the registry. I use Executor and I can just select "send to -> executor" to create a shortcut for any app (or folder or whatever).