That's fine doing it that way, but by default, the search ignores hidden files and folders.
Under the text field where you enter the file name that you want to find, (on XP anyway), there will be a box that says "Look In". Make sure that is set to your root drive (probably C:\ )
Under that, there will be another line that says "More advanced options". If you click on that, there will be a series of checkboxes. Make sure that the ones that say "search system folders" and "Search hidden files and folders" and "search subfolders" are all checked.
You also still have to have your system set to show hidden files and folders.
QUOTE
Open My Computer. Go to Tools, Folder Options and click on the View tab. Make sure that "Show hidden files and folders" is checked. Also uncheck "Hide protected operating system files". Now click"Apply to all folders"
Click "Apply" then "OK
Now see if you can find them.