Run is already on your Start panel, unless the administrator has disabled it by using policies. Now, if you want to know how to add it to the Programs menu, here's a nifty little trick: Just drag it from the Start menu and drop it on the Programs menu. You can even drag Run from the Start panel to the desktop to make it quick and easy to start programs. On the other hand, nothing beats press the Windows key plus R to open the Run dialog box.
This was first published in December 2003