Windows Vista has a new feature that lets you quickly search in a folder by just starting to type, which will focus the search box. This comes in handy when searching a large folder.
To turn this on, click the Organize button in any folder, and select Folder and Search Options from the menu.
in the Folder Options screen, click the View tab, and scroll the Advanced settings box down to the bottom. You should see "Automatically type into the Search Box"
Click OK, and you should be able to search in the current folder by just starting to type. I typed in calc.exe while I was in the Windows system32 folder, and instantly came up with the right file.