Although you can quickly zoom to a room by holding Ctrl and clicking on the room in the schedule, you might not always have a schedule in your current drawing. If you want to easily find a room within a drawing or any external reference attached to that drawing, then download the R2009Find_Room_Zoom2 macro and you'll quickly be able to find any room you enter into the box.
I just posted on about this, but the macro is available here too. If you need other versions compiled let me know.
P.S. the password is "AUGI"