The idea behind Spotlight is that it will find the file you want, and then open that file for you, so you can start working on it immediately. But what if you just want to know where the file is, and not necessarily open it? (For example, what if you just want to know where it is, so you can burn a backup copy to a CD?) To do that, once the results appear in the spotlight menu, just hold the Command key and then click on the file. This will close Spotlight and open the Finder window where your file is. Or if you want Spotlight open, just click on the file and press Command-R, which will open a Finder window with the file selected, leaving the spotlight dialog open.