Nope, won’t work on Run. A window pops up that says it’s unable to find it.
Your start menu is stored in several places. Right-click on the Start button and click on Explore. The main list of apps is stored in Documents and Settings->All Users->Start Programs. Any specific programs that you install for your ID may be stored in Documents and Settings->your userid->Start Menu->Programs.
The Windows apps themselves are stored in Windows->System32. Paint is mspaint.exe. Calc is calc.exe.
-PJ