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Preload the global find/replace box with the current selection so that it will work in the same way as the local find/replace does in a specific file. This one trips up my fingers all the time.
Search in Projects in NetBeans 7.1 Beta works this way ("Containing text" field is filled with currently selected text). If you have 7.1 Beta or newer daily build and it still does not work as you want, please describe how you open the Find/Replace in projects dialog (steps to reproduce). *** This bug has been marked as a duplicate of bug 124877 ***