I don't see run program on start menu. When I try to open 'run' by pressing Windows Key plus R. The following error occur: "This operation has been cancelled due to restrictions in effect on this computer. PLEASE contact your system administrator." while I am Administrator.  I have SP2 of MS Windows Xp Professional.
 
Thanks,
Pagal Tamang
Doha, QatarTry this:

1. Open gpedit by double CLICKING on 'gpedit.msc' (C:\WINNT\system32\gpedit.msc)
2. Open 'User configuration' -> 'Administrative Templates' ->'Start Menu & Toolbar'
3. In the right pane find 'Remove Run from start menu' and double click on it
4. Chose 'Disable' and push OK button

Or this is probably easier:
+ Right-click the Taskbar and select Properties.
+ Select Start Menu.
+ Click on Customize.
+ Click on Advanced.
+ Look for a check box for Run command in the option window. Check the box.

Good luckThere maybe a registry restriction on your account, don't know how this could have happened. But anyway, find the location of C:\Windows\ and look for a program called regedit.exe, open it. now find the location of either...

[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\
Explorer]

or

[HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\
Explorer]

just check both locations for the DWORD value NoRun. If found right click, goto modify set the DATA from 1 to 0. CLOSE regedit and reboot.

There is also something else that may help right click taskbar, go to properties, click start menu tab, click customize, click advanced tab, Find where it says "Run Command", and check as necessary.

Hope this helps.
Try this and see if it helps:-


http://www.kellys-korner-xp.com/xp_tweaks.htm
 Line 57 on the right hand side.
vkr15