re: I just got a call from Microsoft, India division, warning me about my Windows...

windows r is a shortcut to open the run dialog box. from there, if you know the name of an exe file, you can run that file from that window.

So say you want to get to command prompt. instead of clicking start, and looking in accessories for the cmd prompt, you just hit windows r, type cmd and press enter. it's just a shortcut, and useful if your mouse dies.

There's a whole list of keyboard shortcuts

windows r - run box
windows e - windows explorer opens
windows L - locks your computer
windows d - takes you to your desktop
windows break/pause - opens up windows properties
windows tab - kinda does what alt tab does, but gives you tiles instead of icons.