Adding programs to Windows Run-menu

I like to use my keyboard as much as I can. Having to switch to my mouse to start a program started to annoy me. I know one can add programs to his personal folder ( c:\documents and settings\ ), but that doesn't work for all apps. You can't install everything in c:\documents and settings\, right?

Using shortcuts is the answer here. With one caveat: when creating a shortcut with the windows wizard, it uses the full name as shortcut name. So a shortcut to putty.exe for example would result in a putty.exe(.lnk) (the .lnk extension is there, though it is hidden)
Shortcuts created in this way cannot be started using the run menu.

The solution here: strip the extension!

Create a shortcut (.lnk) in c:\documents and settings\, press -R, type and presto!