To get to the Run dialog, click the Start button, then click Run. Type in the command and press Enter, to launch it. For example, type "control folders" (without the quotes) in the Run dialog and press ENTER. Here is a list of commands to use, and what they do:

control - Control Panel
control folders - Folder Options
control userpasswords - User Accounts
control userpasswords2 - Advanced User Accounts
control desktop - Display Properties
control printers - Printers and Faxes
control mouse - Mouse Properties
control keyboard - Keyboard Properties
control netconnections - Network Connections
control color - Display Properties \ Screensaver
control date/time - Date and Time Properties
control schedtasks - Scheduled Tasks
control admintools - Administrative Tools
control telephony - Phone and Modem Options
control fonts - Fonts Folder
control international - Regional and Language