What?
This is an article intended for IT Support. It is a list of the system tools available in the Microsoft Windows OS that can be run from the "Start > Run" option.

How?

To Access…	Run Command
Accessibility Controls	access.cpl
Accessibility Wizard	accwiz
Add Hardware Wizard	hdwwiz.cpl
Add/Remove Programs	appwiz.cpl
Administrative Tools	control admintools
Adobe Acrobat (if installed)	acrobat
Adobe Designer (if installed)	formdesigner
Adobe Distiller (if installed)	acrodist
Adobe ImageReady (if installed)	imageready
Adobe Photoshop (if installed)	photoshop
Automatic Updates	wuaucpl.cpl
Bluetooth Transfer Wizard	fsquirt
Calculator	calc
Certificate Manager	certmgr.msc
Character Map	charmap
Check Disk Utility	chkdsk
Clipboard Viewer	clipbrd
Command Prompt	cmd
Component Services	dcomcnfg
Computer Management	compmgmt.msc
Control Panel	control
Date and Time Properties	timedate.cpl
DDE Shares	ddeshare
Device Manager	devmgmt.msc
Direct X Control Panel (if installed)*	directx.cpl
Direct X Troubleshooter	dxdiag
Disk Cleanup Utility	cleanmgr
Disk Defragment	dfrg.msc
Disk Management	diskmgmt.msc
Disk Partition Manager	diskpart
Display Properties	control desktop
Display Properties	desk.cpl
Display Properties (w/Appearance Tab Preselected)	control color
Dr. Watson System Troubleshooting Utility	drwtsn32
Driver Verifier Utility	verifier
Event Viewer	eventvwr.msc
Files and Settings Transfer Tool	migwiz
File Signature Verification Tool	sigverif
Findfast	findfast.cpl
Firefox (if installed)	firefox
Folders Properties	folders
Fonts	control fonts
Fonts Folder	fonts
Free Cell Card Game	freecell
Game Controllers	joy.cpl
Group Policy Editor (XP Prof)	gpedit.msc
Hearts Card Game	mshearts
Help and Support	helpctr
HyperTerminal	hypertrm
Iexpress Wizard	iexpress
Indexing Service	ciadv.msc
Internet Connection Wizard	icwconn1
Internet Explorer	iexplore
Internet Properties	inetcpl.cpl
Internet Setup Wizard	inetwiz
IP Configuration (Display Connection Configuration)	ipconfig /all
IP Configuration (Display DNS Cache Contents)	ipconfig /displaydns
IP Configuration (Delete DNS Cache Contents)	ipconfig /flushdns
IP Configuration (Release All Connections)	ipconfig /release
IP Configuration (Renew All Connections)	ipconfig /renew
IP Configuration (Refreshes DHCP & Re-Registers DNS)	ipconfig /registerdns
IP Configuration (Display DHCP Class ID)	ipconfig /showclassid
IP Configuration (Modifies DHCP Class ID)	ipconfig /setclassid
Java Control Panel (if installed)	jpicpl32.cpl
Java Control Panel (if installed)	javaws
Keyboard Properties	control keyboard
Local Security Settings	secpol.msc
Local Users and Groups	lusrmgr.msc
Logs You Out Of Windows	logoff
Malicious Software Removal Tool	mrt
Microsoft Access (if installed)	msaccess
Microsoft Chat	winchat
Microsoft Excel (if installed)	excel
Microsoft Frontpage (if installed)	frontpg
Microsoft Movie Maker	moviemk
Microsoft Paint	mspaint
Microsoft Powerpoint (if installed)	powerpnt
Microsoft Word (if installed)/td>	winword
Microsoft Syncronization Tool	mobsync
Minesweeper Game	winmine
Mouse Properties	control mouse
Mouse Properties	main.cpl
Nero (if installed)	nero
Netmeeting	conf
Network Connections	control netconnections
Network Connections	ncpa.cpl
Network Setup Wizard	netsetup.cpl
Notepad	notepad
Nview Desktop Manager (if installed)	nvtuicpl.cpl
Object Packager	packager
ODBC Data Source Administrator	odbccp32.cpl
On Screen Keyboard	osk
Opens AC3 Filter (if installed)	ac3filter.cpl
Outlook Express	msimn
Paint	pbrush
Password Properties	password.cpl
Performance Monitor	perfmon.msc
Performance Monitor	perfmon
Phone and Modem Options	telephon.cpl
Phone Dialer	dialer
Pinball Game	pinball
Power Configuration	powercfg.cpl
Printers and Faxes	control printers
Printers Folder	printers
Private Character Editor	eudcedit
Quicktime (If Installed)	QuickTime.cpl
Quicktime Player (if installed)	quicktimeplayer
Real Player (if installed)	realplay
Regional Settings	intl.cpl
Registry Editor	regedit
Registry Editor	regedit32
Remote Access Phonebook	rasphone
Remote Desktop	mstsc
Removable Storage	ntmsmgr.msc
Removable Storage Operator Requests	ntmsoprq.msc
Resultant Set of Policy (XP Prof)	rsop.msc
Scanners and Cameras	sticpl.cpl
Scheduled Tasks	control schedtasks
Security Center	wscui.cpl
Services	services.msc
Shared Folders	fsmgmt.msc
Shuts Down Windows	shutdown
Sounds and Audio	mmsys.cpl
Spider Solitare Card Game	spider
SQL Client Configuration	cliconfg
System Configuration Editor	sysedit
System Configuration Utility	msconfig
System File Checker Utility (Scan Immediately)	sfc /scannow
System File Checker Utility (Scan Once At The Next Boot)	sfc /scanonce
System File Checker Utility (Scan On Every Boot)	sfc /scanboot
System File Checker Utility (Return Scan Setting To Default)	sfc /revert
System File Checker Utility (Purge File Cache)	sfc /purgecache
System File Checker Utility (Sets Cache Size to size x)	sfc /cachesize=x
System Information	msinfo32
System Properties	sysdm.cpl
Task Manager	taskmgr
TCP Tester	tcptest
Telnet Client	telnet
Tweak UI (if installed)	tweakui
User Account Management	nusrmgr.cpl
Utility Manager	utilman
Windows Address Book	wab
Windows Address Book Import Utility	wabmig
Windows Backup Utility (if installed)	ntbackup
Windows Explorer	explorer
Windows Firewall	firewall.cpl
Windows Magnifier	magnify
Windows Management Infrastructure	wmimgmt.msc
Windows Media Player	wmplayer
Windows Messenger	msmsgs
Windows Picture Import Wizard (need camera connected)	wiaacmgr
Windows System Security Tool	syskey
Windows Update Launches	wupdmgr
Windows Version (to show which version of windows)	winver
Windows XP Tour Wizard	tourstart
Wordpad	write

Source: 156 Useful Run Commands @ MyPCHell.com