When I click Start / Run and type Tips, my Desktop Tips, which is located at <Drive:>\Folder\Sub-Folder\jsittarh.exe, is started.
How did I create this Run alias?
Using regedt32, navigate to:
On the Edit menu, click Add Key.
Type the alias executable name (tips.exe). Leave Class blank. Click OK.
Select the key you just added (tips.exe) and choose Add Value from the Edit menu.
Leaving the Value Name blank and the Data Type as the default REG_SZ, press OK.
Type the full path to the executable (<Drive:>\Folder\Sub-Folder\jsittarh.exe).
Add Value name Path as a type REG_SZ and set the string to the path to your executable (<Drive:>\Folder\Sub-Folder).
You can now click Start / Run and type your alias (tips).