Drop to a command prompt and do it. You can't redirect from a run command. The batch file simulates dropping to a command prompt. Why? E-mail bill.gates@microsoft.com and ask him... 
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Answer....
Run is an shortcut for doing things in windows explorer. Explorer.exe supports command line options as most windows apps support them, but does not support text redirection and piping functions.
Cmd in xp is a dos simulator, so of course it has to support these things.
Batch files work, even from the run command because batch files are associated with the command line interpreter, and thus run launches explorer.exe, which "opens" the batch file with "cmd.exe", which supports all of those piping/text features.
Long story short, in the command prompt you are acessing the command line interpreter and in the run box you are calling explorer.exe with whatever you type in the run box as command line arguments.