Here is an excellent blog post on how to add the Microsoft Windows 7 search bar for issuing run commands like in previous versions of Microsoft Windows.  Essentially the steps are as follows:

 

 

With the run command available you can perform searches of files, and you can quickly issue commands and launch applications quickly. I find it quicker and easier to launch common application like Microsoft Word (winword) or Performance monitor (perfmon) from the run command versus going through the start menu. To see how to add the Windows 7 run command with pictures click on the following link: