Part of this is a slight issue with how Windows Search 4.0 works. Windows Search 4.0 is part of Windows 7's search function.
Unless you tell it to index your different drives and it finally creates an index of those locations, it won't 'readily' see files you might be looking for.
If you are also using Outlook or other MS products that might have relevant information, Windows Search will try to integrate into that (Outlook 2007, for instance, its 'quick search' for more 'defined' searching, requires Windows Search 4.0 to be installed AND needs time to create an index before you can actually use it to its full capability.)