A commonly-asked question. By default, the general development settings profile will set the Find and Replace Window to Floating. In Floating mode, you cannot dock the tool window. Simply right-click on the tool window titlebar and select “dockable”. Now you can drag and drop the tool window to a docking target.
More on the Visual Studio 2005 Tool Window Docking Model at http://blogs.msdn.com/saraford/archive/2004/05/14/132065.aspx
Happy Visual Studio’ing!