I had been looking for something like the Run Application or Alt+F2 of Ubuntu, and yesterday i was looking at sourceforge.net and i found an application named launchy.

Launchy is a free windows utility designed to help you forget about your start menu, the icons on your desktop, and even your file manager.

Launchy indexes the programs in your start menu and can launch your documents, project files, folders, and bookmarks with just a few keystrokes!

Link to download
Launchy in sourceforge.net