It's the "run command" dialog of KDE, it was already available for KDE 3.5.x, but it got a new appeareance and functions, now it's completely plugin based, and shares your plasmoid theme. I already showed a screenshot of it in the Plasma Article, but here is another one in case you forgot about it:

Quite simple, yet good looking If you start writing, you'll get different options based on what you wrote.

However, as I told you, it's completely plugin based, let's have a look at the configuration dialog:

rest here

Also: Review of: KDE 4.2 beta 1