In IntelliJ IDEA 9 (Maia), we've slightly changed the way you run and debug your applications. You're still able to quickly run or debug a previous configuration (Shift+F10/F9), as well as to create and run/debug a temporary configuration in a context-dependent manner (Ctrl+Shift+F10/F9). However, it's now much easier to select and run/debug different configurations from the keyboard.
In IntelliJ