Answer (a few months later): This is not possible. (Without writing a tedious script - and such a script cannot be directly, if at all, found on the Internet.)
Therefore, it is true that Microsoft simply did not implement this very basic function in the IDE.
I do not know if this feature was implemented in VS 2010.
The absence of this feature makes it impossible to use the IDE as an editor in combination with third-party search tools (such as PowerGREP).
Sad
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