Try this
Right-Click one of the sheets and click "Select All Sheets" on the shortcut
menu, then perform your search.
If any one of your sheets has more than one cell selected, this method won't
work correctly. After selecting all sheets, press Ctrl+A to select all
cells on all sheets to force the Find to search them all.
If you are using XL97, the "select all sheets" method will not work. You
can
"Replace" across sheets, but not "Find".(Gord Dibben)
In Excel 2002, there is a "Within:" option in the Find/Replace dialog.
You may want to try Jan Karel Pieterse's FlexFind at:
http://www.bmsltd.co.uk/MVP/Default.htm
Or with a macro
Sub MultiFind()
Worksheets.Select
cells.select
Application.Dialogs(xlDialogFormulaFind).Show
cells(1).select
ActiveSheet.Select
End Sub