Windows Explorer cannot find all media files but Media Player 9 can!

I have a freind who has a strange problem that is driving
him and me (being a IT professional) nuts!

He has XP Home (Ok, forgive him). He uses Media Player 9
to play his mp3 collection which are in 3 folders under
the default profile location for "My Music". He has over
18Gb of music files (about 6000 mp3's) spread over 3
folders simply called, My Music\mp3-1, mp3-2 and mp3-3.
In Media Player 9, from within the library, he can browse
and find all his mp3's and play them all OK. Note that
the library also lists the exact file location for each
of the files and all the files exist only in the folders
stated above.

Now here comes the problem. If you open Windows Explorer
to browse his three music folders under My Music, the
first 400 files appear but rest do not. This applies to
all three folders! There are no hidden files involved,
I've checked. It doesn't matter how you change
Explorer's View settings either. Oh and if you drop to a
command prompt, only the first 400 appear there too!

But that's not all. If you perform a search of the local
disk and search for *.mp3, it returns about 400 mp3's and
that's all. Only if you explicitly search for a
particular track like, "A thousand miles.mp3" will it
return a missing file that previously couldn't be seen.

He wants to archive his playlists to DVD but the CD-
writing software cannot browse "missing" tracks he would
like to burn! Neither can he transfer "missing" mp3's to
a portable player. What is going on? Believe me when I
say that I have tried everything! Connecting to his PC
and browsing from the network proved negative also.
Help, I am pulling my hair out!!