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Using the new run dialog with the keyboard isn't as intuitive as it could be. It wasn't immediately apparent to me that the space bar must be pressed to select the application to run before hitting Enter -- just hitting Enter dismissed the dialog without running the application (omit gratuitous comment about application launch notification, or lack thereof :) Anyway, if the application list had an item selected to begin with, the obvious action (pressing Enter) would launch applications.
It has standard listbox behavior now, and until you hit space it says "no program selected." If we select one automatically, which should be selected? A solution I like more is to desensitize the Run buttton until you have selected something.
I was suggesting to have the first item selected, but your idea works as well (though I'd argue it's slightly less intuitive, as it wasn't immediately obvious to me how the current dialog works with the keyboard.)
gnome-core-1.4.0.4-28 has the "desensitize run button" solution. Fixing the list is something that should appear with the port to GTK 2 and move to the new list widget there.