y2k, u don't need to do alt+f9 and ctrl+f9 separately. Just do f9 for remaking the exe(compiling + linking) and ctrl+f9 for compiling+linking+running.
Good to see that u are not afraid to ask even small questions as i have seen many ppl who wud rather mess things up than asking questions abt small things cuz they r too afraid of letting ppl know abt their limitations.
keep it up and best of luck in ur quest.
if u have anything else to ask, feel free to ask abt it.

ele5125, i don't think there is any such option in Borland (atleast not in my 5.02)