The handy search field located in the Start menu and every Explorer window makes finding files easy, or so Microsoft would have you believe. What you're actually searching is an index, somewhat like the one Google uses, which means search results may be incomplete or out of date. This is why, after searching for *.jpg in a folder full of JPG files, Vista's search results may be entirely empty.
Although it was significantly slower, the old search tool from Windows XP, 2000, and back actually scoured your files each time you conducted a search, which led to more accurate and comprehensive results. To get the same results in Vista, click the 'Search Tools' drop-down in any open search window and select the 'Search Pane'. Then, click the 'Advanced Search' button to the far right to see more options. Here, turn on the 'Include non-indexed, hidden, and system files' option, and then wait patiently while your hard drive chatters away. It could take 20 seconds or 20 minutes, depending on how much work there is to do, but you'll eventually see search results that actually represent the files on your drive.
If you don't want to mess with the clunky Search Pane each time you search, you can force a real-time search every time by removing key locations from your index. From the 'Search Tools' drop-down, select 'Modify Index Locations' then click the 'Modify' button. Use the tree to navigate your folders, and remove the check box next to any folder you don't want indexed. Click 'OK' when you're done.