Just discovered this convenient feature of Visual Studio. It is not well publicized by Microsoft, but I believe it is one of those hidden gems of VS2005.
If you type ">open" followed with the file name in the "Command Windows" or "Find/Command Box", Visual Studio will search the whole solution and try to auto-complete the file name for you (see screenshot below).
There are 2 other approaches to open a source file in VS2005: 1. use the open file dialog; 2. expand the solution tree and double click on the file of interest.
This feature is very useful when you have solution with many projects. If you can remember the file's name, this feature allow you to open a file in under 10 seconds. With the other 2 approaches, you will have to browse up and down the project trees to find the file.