OUtlook 2010 - advanced search on additinal mailbox

we have exchange 2003. and outlook 2010. My end user wants to search for an item on an additional mailbox. (pic below) Black is a folder located on additonal mailbox. she wants the search to be able to search on subfolders also. as you can see "search subfolder" option is gray out. she only can check one folder at the time which she does not want to do since she does not where the item is (on all subfolders). my question is how can i make my end user use the advanced search on additional mailbox (including folder and subfolder)? this used to work on outlook 2003. we just upgraded to outlook 2010.  This is a winxp computer.
Thanks.