I use IE7. To find a place in the report I select the index for Places from the icons on the main page of the report. Then click in this index frame and use the Explorer search bar to select "find on this page". This works for any index chosen from the report.
Each index is of course in alphabetical order and often a search is not necessary, except to find locations within locations or names within names etcetera.
I thought it would be useful to have Search field in the report generated to the familytrees or to own site.
For example person that came to the report (which contains more than 3000 person) trying to remember where in the report is place "X" which could be a place of education, work, living (contact), birth, death or source location. And it is often that minor places are not common and if I want to find which individual contains this place I have to go to places and open it and then see it. If a lot of individuals related to the same place you can check by looking at the search result wheder all of them assigned to the place or correctness of the data.