These are from WinME....not sure if they work in other versions.
calc = calculator
drwatson = Dr Watson
cdplayer = Windows media player, the big one
mplayer = the little funky media player
dvdplay = windows dvd player
sysedit = displays sytem files such as win.ini etc...W98se, not in winME, not sure about 2000 and xp but prolly not.
Basically you can do a search for *.exe files and probably most would work in the run box
Also search for *.cpl which will give you your control panel applets which can be run from the run box for instance modem.cpl or themes.cpl
Also of course you can do stuff like drag and drop the applets onto the quick launch bar like I do with the internet properties applet to facilitate quick enabling of cookies etc. Drag and drop then it will deny that and ask if you want to put a shortcut there instead.
JP