You need to turn on the index services to build a index of the files in the designated harddisk. With the index it will improve the searching performance on the indexed drive. You also need to use the special syntax to search for the file.

For example: #filename ding* can help you to search the locations of all the files with the filename starting with ding.For detail, please kindly refer to XPSearch.info: Searching with Windows XP.