It's possible to create shortcut's to CLSID's (like Run...) by hex editing other CLSID shortcuts like the shortcut to My Computer.
When you open this shortcut with a hex editor, you should see something like this:

The highlighted part is the "scrambled" (the first 3 strings are reversed) CLSID address from "My Computer"
{20D04FE0-3AEA-1069-A2D8-08002B30309D}
In this example I've changed it into the CLSID address from Run...
{2559A1F3-21D7-11D4-BDAF-00C04F60B9F0}

Save the file and voila,.. you have a shortcut to Run...
I've extended the tweak by creating 'Folder Shortcuts' from the Start Menu & Programs Folder shortcuts.
A 'Folder Shortcut' is a folder with a Desktop.ini and a Target.lnk inside.
The Desktop.ini refers to the CLSID {0AFACED1-E828-11D1-9187-B532F1E9575D} (= Folder Shortcut).
You can alter these files by editing or replacing the Target.lnk with the Command Prompt or with a file manager like Total Commander or WinNc.
These files react like a normal folder (most of the time), so you can use them (for example) in Quick Launch with expanding menu's.
The zip file below contains a shortcut to Help and Support, Run, Search, User Accounts (Win2K Style), Start Menu & Programs Folder + the Folder Shortcuts.
» CLSID_&_Folder_Shortcuts.zip (2,77KB)
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