When you use the classical view of the control panel in Windows XP the ”Run advertised programs” icon doesn’t show up. However, it shows up when you use the ”windows xp theme”. This is happening for my computer at work which uses features from the company’s SMS setup. Perhaps our SMS-guys have done a bad job or this problem is a bug.
If you have this problem you should try this command from the command prompt or from ”run…” in the start-menu:
RunDLL32.EXE shell32.dll,Control_RunDLL %WINDIR%\system32\ccm\smsrap.cpl
This should start the ”run advertised programs” software.