A long time ago, before Windows came along, the only way to launch programs was via something like Windows command tool.
Even though it might seem a bit archaic nowadays, there are still some good reasons to use it. Firstly, it's very quick to launch programs and secondly, it doesn't require searching around for shortcuts. And if you ever can't use your mouse for any reason, it may be the only way to launch a program. In fact, some programs may not even be accessible from your Start menu or via desktop shortcuts. In which case, Short Run allows you to easily launch programs of any kind from Windows command tool. Simply press the Windows key and R to launch Short Run and you're immediately presented with the command line. Short Run presents all the programs that are available to you and you can reveal the correct command line instructions by simply clicking on the applications you require. Alternatively, from the context menu when you right click, you can create shortcuts for just about anything in Short Run and it presents you with the appropriate command line instructions.
As an alternative solution to shortcuts and messing around with your Start Menu, Short Run is an interesting utility especially for those hard to find programs.