It's called Desktop Search [1] or Enterprise Search [2].
If you want to create your own solution, the easiest way is using Sphinx Search [3] (searchcode.com uses it too [4]) and a bit more advanced with Lucene [5] (and its related sub-projects) or Xapian [6].
If you want your personal Google Code Search [7] with its powerful scalable Regex functionality, Russ Cox published the related code [8].
As someone else mentioned OpenGrok, but if you really want I can look into providing a searchcode implementation if you want. Just email me and we should be able to work something out.