The easiest way I know is to get one of the numerous file browsers in the app store - mobilestudio comes to mind . .
The problem is they're slightly restricted in what they are allowed to search from my understanding. If you need the 'full monty' go jailbreak yr phone and get mobilefinder from Cydia (the jailbroken app store) and install ssh to browse through leopard's very cool sharing capabilities.
That's the goods but unfortunately you gotta jailbreak, which has some fairly questionable apps on there.