Can’t believe I haven’t heard of this utility before (in my defense, I haven’t been a heavy Windows user for a few years now):

Anyway: the software’s name is “Everything” – get it here

Amazing indexing speed of all your drives and immediate lookup of any filename, including parts of a name, regex searches etc. Perfect for when you know that file you’re looking for exists somewhere in that almost infinite maze of folders and files but using an exhaustive search would take hours or more.