This can affect the performance of the search functionality.
To do this:
Click Start, and then click Search (or point to Search, and then click For Files or Folders).
Click Change preferences, and then click With Indexing Service (for faster local searches).
Click Change Indexing Service Settings (Advanced). Note that you do not have to turn on the Index service.
On the toolbar, click Show/Hide Console Tree. In the left pane, right-click Indexing Service on Local Machine, and then click Properties.
On the Generation tab, click to select the Index files with unknown extensions check box, and then click OK.
Close the Indexing Service console.
Network administrators can configure this setting for the current user by modifying the registry.
To do this, set the FilterFilesWithUnknownExtensions DWORD value to 1 in the following registry key: HKEY_LOCAL_MACHINE/SYSTEM/ControlSet/Control/ContentIndex
Refer from : http://www.petri.co.il/windows_xp_search_bug.htm