I have a question about that:
I have developed an application and have made a setup program about the apllication. After I have installed the application, how should I make it that I want to execute the application by the way of typing my application name in the Run dialog box in Start Menu?
Does anyone tell me please?

If I didn't understand wrong; you must put your program or a batch file-that points your program- to c:\windows\system32\

Yes that could be the "chewing gum patch" ad-hoc solution (if it works) but that is not the recommended way to do it. Almost all install shield (or other official) installed programs can be launched from start->run even there is no mention of them in c:\windows\system32\ . I suspect that the setting has to be done somewhere in registry. Let the real windows professionals/those who have real experience to answer this question.

Not sure why you think that's a bad solution (actually, yes I do, but I disagree). It's just a directory. I consider purchasing InstallShield or forcing Registry entries to be a bad idea. But that's just me. I despise the registry concept myself. :-?

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During the election they said Obama could only be elected when pigs fly. Well, we currently have an epidemic of Swine Flu. Coincidence?

A shortcut pointing to my application referenced to
C:\%WinDir%\System32 my be a way to resolve my question.
This can be done by or this is the same as the way to write an entry with a key to HKEY_CLASSES_ROOT\Applications, a name to my application name,
and a value to my application shortcut reference in the data type of
"EXPAND_SZ". I have tried it but in vain.

Think about that how should Microsoft Windows Word (Winword.exe) can
be directly typed in Start Menu->Run and be called reference to open Word?
This is probably some thing to do with Registry Entry. How should this trick be done?

In a test I just ran programs I have start without a registry entry. Therefore it may be as simple as adding the directory to the system PATH. Try that. It seems to be all that's needed on Win98.

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During the election they said Obama could only be elected when pigs fly. Well, we currently have an epidemic of Swine Flu. Coincidence?

Thanks! I have disentangled such a upseting question.
I use javascript to control such handler.

I want to make an anchor on web page to call my application.
Before calling my application, I use command to move my application
reference to what I have installed directory.
After that I can use a hyperlink to call reference to my application.

Personally I feel you should avoid the registry as much as possible, unless you badly need to do some shell integration. I don't how care how wonderful or fast people say it is. Any program can write whatever it wants to the registry and theres no garruntee your entry will be safe. Believe me its a mess in there.
Keep your configuration safe.

A few lines of code related to the registry is all it takes to screw Windows over.

Thanks for your advising!