No, you type Run into the Search Program and Files box. When you do you will see what my print screen shows, When you see that at the top hit the Enter Button
Then the Run box opens and you type regedit into the box there and hit OKClick image for larger version. 

Name:	1.jpg 
Views:	9 
Size:	56.0 KB 
ID:	2124Click image for larger version. 

Name:	run.jpg 
Views:	4 
Size:	28.3 KB 
ID:	2125

Double click on the print screens to see them larger.