If you utilize the handy Run dialog (Start > Run) often, here are a couple of shortcuts you can take advantage of for easier access to it.

If you prefer hot keys, you can easily access it by using the key combination: Windows Key + R, or you can create a shortcut on your desktop by doing the following:

1. Click the Start Menu.
2. Click and drag the Run option to your desktop. A shortcut will be created.
3. Rename the newly created shortcut to whatever you like.
4. Optionally you can assign another hot key (like an F button) in the properties of the shortcut.