Anyway, the short of it is: I wanted to be able to start->run the programs I've got in my quick launch toolbar. I was going to steal windows-r and make my own start run that added the quick launch to the search path, basically (and when I put it like that, well, that's exactly (and _all_) you have to do!). Well, you don't get the supercool autocomplete, but:
Add your quicklaunch bar directory to your PATH. Done. ((It's something like C:\Documents and Settings\
Where I saw the "easy" solution, and more ideas here.
Even cooler is apparently you _can_ turn on autocomplete with the "run" bar, as per turn autocompletion on for the run command. You wouldn't think it had anything to do with anything, but if you go into IE, internet options, advanced: "Use inline AutoComplete for Web Addresses". BAM! Autocomplete in start->run (aka Win-R). caveat on this--it only works for things you've typed previously, it seems.