windows xp search problem

the watchman

Windows xp.

Hi there,
this is a little odd.
I noticed a folder in 'My Docs' which I regularly use had disappeared.

When I use the search facility :-
All files and folders, entered folder name, chose to search the 'c' drive.
The result was 'nothing found'.
I repeated this several times making sure the details entered were correct. The result was the same.

I then manually trawled through other folders on my desktop and eventually found the missing folder perfectly intact with all its contents..
It seems a silly question but how did it move (I've had no reason to move it) but more importantly why is this folder not showing up on the searches?

Thanks for reading.