Run line in the middle of the screen

I built myself a new XP workstation at work this week. Now when I click Start, Run, the Run line pops up in the middle of the screen. I like it in the lower left corner by the (typical) Start button.

It’s not a big deal if I can’t move it, but I haven’t been able to figure out how to keep it there. I drag it down, but when I do it again, the Run line pops up right there in the middle.

Anyone know how to move this?

There should be an option in the right-click menu for setting it to the current configuration. Unfortunately I’m not sure what it’s called in the English-language version, “Lock process field” or something similar I’d guess.