To create an app path, so you can run an application in Windows XP from the Run dialog box you need to:

1. Run regedit and go to HKLM\Software\Microsoft\Windows\CurrentVersion\App Paths

2. Create a new key with the what ever you want to use as your run command, ie HKLM\Software\Microsoft\Windows\CurrentVersion\App Paths\whatever.exe

3. In the key folder that you created, create a new string, call it 'Path' and modify the value to point the specific folder of your executable your running. ie C:\ProgramFiles\whatever

4. Use the default string and modify it's value to point to the executable you want to run.