To remove the Run command from Start Menu and also prevent users from
launching the Run dialog via pressing the Windows Key + R, apply the
following Windows NT / Windows 2000 Registry hack :
Hive: HKEY_CURRENT_USER
Key: Software\Microsoft\Windows\CurrentVersion\Policies\Explorer
Name: NoRun
Type: REG_DWORD
Value: 1
NoRun corresponds to the Remove Run menu from Start Menu Group Policy at:
User Configuration
AdministrativeTemplates
Start Menu & Taskbar