While it has already been debated, and proven, and explained, in these threads that MS' Explorer can search multiple folders and drives (look at my other messages to learn the syntax),
it is true there are much better tools available.
I have a preference for freeware tools, and I typically go to "Nonags.com" to see what is available.
On Nonags I found "Agent Ransack" highly recommended.
The version available on Nonags is not the most current.
You can find the most current (v1.73 right now) available at: www.agentransack.com
I just installed it, and am trying out some things.
My initial take on it, is that it appears to be a very fast, and feature rich tool. It can do multiple paths and drives. It is also a little more forgiving as to the syntax required.
PLUS it has either DOS expression searching (only wildcards * and ?) or 'regular expression' (you can specify particular characters or positions of the characters, cool).
"Agent Ransack" is free, but they would like if you register your copy anyway. (It's up to you.)
I am still checking out this tool, but I think I have found a new favorite.
It is still useful to know and understand the syntax for using the Windows Explorer, though, for those times that you don't have your special tools available (like if you were on someone elses PC).