Take a few minutes and read the Spotlight section on the Mac sight.
http://www.apple.com/macosx/features/spotlight/
As a developer of extremely large databases, Spotlight is a fantastic application that lets us store and find things faster and easier.
However, it is a new paradigm and as such needs some learning. Now before anybody jumps at this, consider the following.
With the introduction of iTunes, iMovie and iPhoto, Apple has provided an extremely easy means to load thousands of files onto our computers by simply hooking up the respective hardware and a click of a button. Most significant was the issue compounded by the introduction of digital cameras. A format that allowed us to take hundreds or thousands of pictures without the need to print. As long as you were satisfied to pass your camera around so others could see your works of art.
Apple in the wisdom realized that if one were able to easily import their photos into their Macs, more could see the results better. However, the ease of such resulted in another concern. Research showed that true, more people were taking more photos, but managing them became more difficult as their libraries grew larger. Now add the iPod and voila more files to manage. Then video.
So, what becomes of many computers is a large junk drawer. Filled with original works of art, tons of duplicate files and more importantly file names, without in many cases any sense of order. Imagine just a few years ago a 10 MB hard drive would suffice. Today, a 100+ GB is not out of question.
Apple understood the issue. Their research told them that the hierarchical file system didn't work. So why not something new? Most of our files are dumped onto our machines, who knows where. Especially exasperating in a multi-shared environment.
As a consequence, Apple introduced a means that allows us to wallow thru our junk piles and find the proverbial needle in the haystack. But to do so with any sense of speed you have to index to pile first. Now since there are no two piles alike, creating a standard search solution that satisfies everybody completely at the same time may suddenly appear difficult.
But actually it isnt. However if you are so new to the Mac and you can't even find the HELP menu, it will seem difficult. If it is still the case, understanding the ease of the HELP and SUPPORT functions that Apple provides will take you a long way.
Spotlight is extremely easy and fast. If you know the words in the filename, type it in slowly. The beauty of Spotlight is that it is not necessary to get the words in the right order. Keep in mind that slowly adding a key word within the content of some files pare down the list significantly. If you know what folder, drive or section your file is buried in can make the search even more robust.
Don't give up. Don't fall for the ease of some of the apps that others are recommending. Unless of course you wish to remain in the past with a limited future.
Major suggestion. Learn about Spotlight. The next generation will blow you away.