No not the app name, the path to the app.
1. Start button->Settings->Control Panels->System
2. Click the Advanced tab then the Environment Variable button.
3. In the System Variable section, look for the Path variable. Highlight it and click the Edit button.
4. In the Variable Value field, don't delete anything. What you want to do is at the end of that field, add a ";" (no quotes) and the path to the app you want to run.
i.e. If you want to run iexpore.exe, you need to add just the path to iexplore.exe ... c:\program files\internet explorer\
Hope that is much clearer. You might need to reboot for it to take effect.