Windows xp and Windows 2003 creating an alias

You want to create a program alias for an application or commonly accessed file?

Example i want to use the Run dialog to launch winamp how do i make this alias?

Step 1
enter in Run the folowing command : regedit
Step 2
Edit -->Find enter App Paths
Step 3
There left click on App Paths new-->key and give the key the name winamp.exe(all the aliases must have .exe after the name to work)
Step 4
Click on winamp.exe key you just created there you will see on the left side a default key.
double click on it and there in the Value Data: field enter C:\Program Files\Winamp\winamp.exe
That is it.
Enter in run the word winamp and presto it launches the program.
Cool no?