Google Desktop and Windows Desktop
Google have had the desktop search tool available for awhile. It allows you to search for files on your computer using the google search functionality. The good thing about this is that it lets you search content of files not just file names like a normal windows "search for file" search does.
Windows have come out with their own version. You don't have to have the MSN toolbar if you don't want it and windows has some other plugins that allow you to search different file formats. I downloaded the PDF tool and it seems to work wonderfully. I can search by any key word and it brings me up a list of files containing that word (or words) sorted as to whether they are emails, pictures, documents etc.