Follow-on tip - a quick, and universal way to get into the Run dialog box is to hold the Windows key (the key with the Windows 'flag' logo on it, between Ctrl and Alt on your keyboard), and press R. This works on all versions of Windows that have a Start Menu i.e. Windows 95 onwards!
In Vista if you find the removal of Run from the start menu annoying (like I would!) you can put it back where it belongs! To do this:
Right-click the Start menu, and choose Properties.
From the dialog that appears, make sure you are on the "Start Menu" tab.
Click the Customize... button.
In the list of available Start Menu options, find "Run Command". Tick or untick this, as appropriate.
Whilst you're there, you can play around with what else you find, to help tame the wild beast that is Vista into your way of working!!
When you're done, click OK, then OK on the Taskbar and Start Menu dialog.
Your start menu should now have the familiar "Run" command on it.
Commenting on your use of passwords - it does seem a pretty pointless exercise in a home environment, if you trust the people that are in your house. Anyone with physical access to the PC can change any password on a standalone system if they can boot from the CD-ROM, USB or floppy disk!
It can be useful for parents with kids, where parents wish to password protect the computer, so the kids can't say go online unsupervised, or draw pretty pictures on the year's accounts, etc.
Although in practice, it usually works the other way around, where the kids want the parents to stay out of their stuff, and the parents don't know enough to work around it!!

Of course it goes without saying that *strong* passwords are essential in a workplace environment!