Don't know what you can do from the RUN box, but if you set up a
shortcut to CMD on your desktop, you can edit the properties to make
it start in any directory you want.
I find the shortcut approach more convenient anyway than opening up a
RUN box each time. In fact I keep a CMD shortcut in the systray so
that I have access to a CMD window without closing/shrinking other
active windows.
Another way is create a right-click selection to open a command window
in any directory that you point to. You can do this from a file window
by doing tools/folder options/file types. Scroll down to <File Folder>
and select <Advanced> then <New>
Under <Action> Put (say) " Command Window " (without quotes)
Under <Application used to perform action> put " command.com /K cd "
(without quotes).
OK to everything and back out. Then open a file window and right click
on a directory. One of the selections should now be "Command Window".
Select it and the command window should open in that directory. Saves
a lot of time navigating in the command window.