What's in your .emacs file?
j_baker: I use anything:  http://www.emacswiki.org/emacs/AnythingAnd then I have this in my .emacs:    (require 'anything-config)
    (global-set-key "\C-c\C-a" 'anything)
    (global-set-key "\C-c\C-e" 'anything-for-files)

I try to get in the habit of using C-cC-e instead of C-xC-f or C-x b.  Anything is just too useful as a file/buffer finder.