Sounds like you should give your son his own XP logon, WITHOUT Administrative privileges. There's really only two ways (I know of) to get rid of the Run command. Either he edited the registry, or he used the Group Policy Editor.
Click Start/Run/gpedit.msc <enter>
Click on User Configuration
Click on Administrative Templates
Click on Start Menu and Taskbar
Doubleclick "Remove Run Menu from Start Menu"
Click "Not Configured"
Exit Group Policy Editor. You may have to reboot. Now, ya wanna tell us exactly how your son managed to pull that off?