Creating new "Run"/Program Aliases

I was just curious if it is possible to create new "Run" alises IE: Start, Run, "notepad" "cmd" "winword".

I've seen a few artificial run programs that allow you to make your own, but having the functionality with the normal would be nice.

Just curious if there is a program to do it, or would it just be too much a pain in the ass and involve a lot of regedit?

System Properies -> Advanced -> Enviromental Variables -> PATH

Is that so fucking hard?