“Windows cannot find ‘msconfig’. Make sure you typed the name correctly, and
then try again. To search for a file, click the Start button, and then
click Search.”

Usually virus is the culprit for removing msconfig, regedit and etc
from Run command. Anyway, here’s how I manage to bring back MSCONFIG to
the Run command.
First of all, we need to make sure that the MSCONFIG file is still in
your drive. Surprisingly MSConfig.exe is not located in Windows or
System32 directory. Two ways to find where MSConfig.exe is. You can
either use Windows search to look for *msconfig* or go to another
computer, use Process Explorer to find the path to MSConfig.

As you can see, Process Explorer clearly shows that MSConfig.exe is located in C:\Windows\PCHealth\HelpCtr\Binaries\MSConfig.exe.

Go to C:\Windows\PCHealth\HelpCtr\Binaries\ and check if
MSConfig.exe file is there or not. If it’s not there, you can copy it
from another computer to the Binaries folder or if you only have
Windows XP CD, open a command prompt window, insert your XP CD into the
drive and enter the following command: (assuming D is your CD drive and
C is where your Windows is installed)

EXPAND -R D:\I386\MSCONFIG.EX_ C:\WINDOWS\PCHEALTH\HELPCTR\BINARIES

That should restore MSConfig.exe to your Windows. IF MSConfig.exe is
already there and you still can’t launch MSCONFIG from Run command,
then the reference to the path within the registry may be wrong. Check
this location in the registry:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths\MSCONFIG.EXE

In the right pane, next to Default, it should show:

C:\WINDOWS\PCHealth\HelpCtr\Binaries\MSConfig.exe

Once you have both MSConfig.exe file in your computer and the
registry path is set correctly, you shouldn’t have problems running
msconfig command from Run.

In addition to the fix above, here’s a very good tool that is able
to create usable copies of REGEDIT, MSCONFIG and Task Manager which I
found from Doug’s website.
This small VB 6 utility will create a usable backup copy of
Taskmgr.exe, MSConfig.exe and Regedit.EXE in a new folder, called
C:\EmergencyUtils. The new copies will be named Copy_of_Taskmgr.exe,
Copy_of_MSConfig.exe and Copy_of_Regedit.com.
These programs are extremely helpful, and usually necessary in helping
to rid your computer of a viral infection. Many virus programs will
intercept these programs, based on their original file name, and
prevent them from running. The alternate copies will not encounter this
problem. Simply navigate to the C:\EmergencyUtils folder and double click the file you need to run.
[ Download XP Emergency Utility Copier ]

Code:

http://www.dougknox.com/xp/utils/xp_emergencyutil.zip