One of the Panther updates changed the behaviour of the search box in Finder. Searching for a string beginning with a space used to work as expected. Eg " Data" would find "My Data" but not "MyData." But since one of the updates (unfortunately I can't remember which one), OS X seems to ignore spaces at the beginning of the search string. So the above example would match both.
Do not worry though; simply use an option-space to force Finder to include the space in the string rather than ignoring it.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20040420172615992