You open up an terminal, you pick which one, I usually go with whatever is at the top of the first menu I can find (probably Xterm, or Eterm in Enlightenment). Then run the programs from the command line. This gives you more control, and usability on alot of them anyway.
To me the gui is for using a program, not executing the command to open it. And not even all programs need a gui either. I rip, compress, transfer (via firewire) and burn video without ever using a gui, all command.
But yeah, if you are into the icon deal, it's been said a few other times, check out http://rox.sf.net