there are several different searches in Vista and its quite confusing as to which one to use for which purpose! The one on the start menu is the one I think you are using now - try opening Windows Explorer and performing a search on the drive/fodler that you want to search clicking search in the top right corner of explorer.
From
Paul Thurrott's SuperSite for Windows: Windows Vista Review, Part 5: Windows Vista Features: User Interface Features :
Search. The new Search entry in the right side of the Start Menu (Figure) opens a rather bland looking search window from which you can search your entire system (well, specific folders that typically contain documents and other data files, by default) (Figure). As you type a search query in the windows search box, search results begin appearing immediately (Figure). The speed at which this happens is pretty impressive. You can also filter the results using the "Show only" options that appear in the Search Pane at the top of this window, or click the Advanced Search button to open up a handy filter area that lets you really dive in (Figure). Incidentally, you can save search queries as special virtual folders called saved searches by clicking the Save Search toolbar button (Figure). This is an absolute power user feature, and something that Microsoft originally intended to promote far more in Windows Vista. As a result, I'll be examining this feature more closely in a future technology showcase.
Start Search. Using a new search box built directly into the Start Menu, you can search for applications, documents, IE Favorites, email, and other items directly from the Start Menu (Figure). Here's how it works: Simply tap the Windows key on your keyboard (or click the new Start Orb) and start typing: As with search windows, Start Search is instant, and search results begin appearing immediately, right in the Start Menu (Figure). While some people will no doubt use this feature to find documents, I find it best for applications, especially those rare applications you use occasionally but don't feel like finding in the maze of the Start Menu. For example, you can open the Start Menu and type "calc" (no quotes) to find the system calculator. Or "paint" to find Microsoft Paint. Start Search is a handy feature, but it doesn't completely replace the old "Run" option on the Start Menu; fortunately, you can re-add the Run option to the Start Menu if you'd like, using the Taskbar and Start Menu Properties dialog.
Explorer Search. Open any Windows Explorer window and you'll see a search box in the upper right (as with the Search tool). The difference between searching with this search box and searching from the default Search tool is that Explorer-based searches are context sensitive: You search whatever location you're currently viewing. So if you open up, say, Documents and begin searching, you'll be looking for data files within (and below, logically, in the shell hierarchy) the Documents folder only (Figure). That's pretty handy.
Control Panel Search. Like other Windows Explorer windows, the Control Panel window includes a search box too. And, not surprisingly, you can use this search box to find items buried deep inside the Control Panel. Not sure where the firewall settings might be? Just type "firewall" (no quotes) into the Control Panel's search box (Figure). Voila!
Application Search. While I'll be looking at these applications individually soon, Windows Mail, Contacts, and Windows Calendar all have integrated instant search boxes as well. So you can use instant search to find mail items in Windows Mail (Figure), contacts in Contacts (Figure), and schedule and task information in Windows Calendar (Figure). Because these items are all indexed, you can search for them from Start Search as well.
Web Search. Internet Explorer 7 includes an integrated search box as well, from which you can search the Web for information. This feature isn't actually based on Windows Vista's instant search technology, but it's implemented in a way that is visually similar.