Our preferred keyboard launchers are Quicksilver for Mac and Launchy for Windows, but keyboard beginners and those who don't want to install another utility can use Vista's Search box, Mac's Spotlight and Gnome's deskbar to get the job done. Windows XP users, you do need a third party application launcher for truly easy keyboard power, though you can set up custom keywords with a little effort.
Keyboard Ninja: Launch any Application Without the Mouse [The How-To Geek]
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