The handy tool grep from Linux can also be used in VIM, by just typing ":grep PATTERN FILES" in the command mode. It finds the string according to the input pattern from all designated files. Note that FILES needs to be in the format of absolute path. Wildcard, such as "c:\\files\\*.txt" can be used. In version 7.0, "\\" is required for the path splitter under windows. "/" does not seem to work. Regular expression could be used for PATTERN.
By default, only the first search result is shown. Use ":cn" to navigate to the next search result, and use ":cp" to navigate to the previous result. The navigation can jump from one file to another, of course. When multiple buffers (or files) are opened, use ":bn" and ":bp" to jump from one file to the other. Use ":bd" to remove a file from buffers.