The default settings for CRM 4 is to not show inactive orders. This in most cases seems like a good idea because you don’t want fulfilled, cancelled etc orders cluttering the list of potential orders.
The example I have recently worked on is we created a credit note entity and wanted to select an order to credit.
I will add before we go on these changes are unsupported by microsoft but are in my opinion very low risk.
There are two options you have, the first option involves you changing either all the quick find look ups or lookup options for one entity everywhere in the CRM system.
The first solution involves you exporting the custom entity and changing the xml for the quick find or lookup view. You basically remove the filter arguements from view. This works because the quick find and the lookup view are basically saved views, the same kind you can create if you made a view using the advanced find. For step by step instructions read the links below.
crmForm.all.bao_orderid.lookupclass = “alllookups”;
I hope that helps