You can clean up the Run list without external programs.
You can get rid of the recent files in the Run list by:
Internet options > General tab: Browsing history: click Delete button. Tick "History", then click OK.
I don't use IE, so deleting "Browsing history" doesn't affect me, but if you use IE this may be a problem for you. You could try instead: Internet options > Content tab > AutoComplete Settings button > Delete AutoComplete history button: tick History; OK
To get rid of the typed paths in the list without wiping the RunMRU as well, you need to delete this registry key:
You can make a .reg file to do this easily.
If you don't want typed paths to be stored at all:
Internet options > Content tab > AutoComplete Settings button > untick "Address bar"
If you do want to store a list of typed paths, but don't want to use IE, you have to set this registry string:
Or make it "no" to prevent storing typed paths.
If you want to keep Recent items, by ticking: Start > properties > Privacy: "Store and display recently opened items...", you will find opened files (try just typing f), and typed paths (addresses) in the Run list according to their drive letter. This would include any files you opened with the address bar directly, like pasting in their complete address including file extension.
Unticking "Store and display recently opened items..." should prevent recent files getting into the Run list, but not typed paths.