When you search in Windows XP (Start -> Search -> For Files or Folders...) you get search options like so:

Default search criteria in Windows XP

If you find yourself always selecting the "All files and folders" option, you can actually configure search so that this is selected by default. To change this, click on "Change preferences" and then click on the "Change files and folders search behavior". Once you select that you'll then click the radio button next to "Advanced - includes options to manually enter search criteria. Recommended for advanced users only" and push the OK button.

When you do this you'll get the following screen as your default:

Search criteria for finding and files or folders

This is the same screen you'd see if you had clicked the "All files and folders" option. If you make this change and you want to get back to the original screen, just click on the "Other search options" link and it'll take you back to the screen shown in the first screen shot.