lfp2, welcome to Seven Forums.
Windows 7's search feature is worlds better than XP ever was. There is a slight learning curve, however. It's important to note that a search from Start/search is an indexed search. It will find only files that are indexed, and your external drive is not indexed. However, Windows 7 can still find the file by using a type of XP search. When you search for a file on your external HDD and get 0 results, keep an eye on the results window. There's a link at the bottom of the results window that says "see more results". Simply clicking this link will open up a window and offer you a chance to search for your file outside the index. Most times, you'll look for your non indexed file in "Computer". The search will be much slower because the file isn't indexed. If you'd like to index your external drive for future use, click "start" and type index. In the results, click "indexing options". From there, you'll be able to index your external HDD.
Hope this helps.