Make sure "Use: Regular expressions" is selected in the Find and Replace dialog:
Note that for Visual Studio 2010, this doesn't work in the Visual Studio Productivity Power Tools' "Quick Find" extension (as of the July 2011 update); instead, you'll need to use the full Find and Replace dialog (use Ctrl+Shift+H, or Edit --> Find and Replace --> Replace in Files), and change the scope to "Current Document".