Windows – How can I enable history for the Run dialog?

As an administrator on Windows Vista, when I do Start -> Run, there is no history of the commands I typed previously (MRU).

I suppose it’s disabled for administrators because of security reasons but it’s also very annoying. Can it be enabled?

Solution:

Right-click on taskbar, go to Properties, Start Menu – check “Store and display a list of recently opened programs” under privacy.  This should enable the MRU history.