In gnome 2.6 on fc2 I clicked red hat > Search for files ... .
In "Name Contains" I typed: mod_mono*
In "Look in folder" I typed: /usr/lib/httpd/modules/
When I did the search it said "No Files Found"

Howerver, in a terminal window I did this:
[root@localhost modules]# cd /usr/lib/httpd/modules/
[root@localhost modules]# ls -l mod_mono*
lrwxrwxrwx 1 root root 17 Nov 13 21:36 mod_mono.so -> mod_mono.so.0.0.0
-rwxr-xr-x 1 root root 22720 Nov 2 22:38 mod_mono.so.0.0.0
[root@localhost modules]#

Why didn't the "Search for Files ..." program work?

Gnome's search program using the locate function. To use the locate function, you must have previously run updatedb as root. If you haven't, it won't return any results. If you have run updatedb, I've no idea.

Go to a terminal window and do

find / -name filename

which is equivalent to

updatedb; locate filename