|just type the path to the .bat file in the run box|
for example, if the file is located in "my documents" on a windows xp machine the path would be:
c:\documents and settings\username\my documents\file.bat
you might need to put quotes around it like this since there are spaces in the path:
"c:\documents and settings\username\my documents\file.bat"
this is also assuming that your user profiles are on the C: drive and not another one