Another option - search using Ubuntu from CD drive
Earlier posters have covered many of the options.
But another way would be to set PC to boot first from CD drive, insert Live Linux/ubuntu CD into drive, and reboot.
After a bit of a wait - say 5 to 10 mins? - you could then search across the whole hard disc using eg *.j*
Advantages: would cover all Windows users, hidden files, system files, etc etc.
Cost: £4 to £6 for a Linux magazine with a live CD, plus a bit of time.
Using Ubuntu from a live CD really is easy - just click on Places and choose search. You will not be loading a new OS - everything runs from the CD (as long as you do not click Install of course!)
Best of luck Mike