Try going to your USERCP and ...
Sigh.
No, I'm not going to "try" anything.
I've had my "posts per page" set to 40 for... over a decade. I've been digging through old posts using search and advanced search, in its various incarnations, through various versions of this board, for over a decade. In this instance, I'm not asking you for advice, I'm describing to you the behavior as it exists.
It sure would be neat if you could alter the search options, to add a date range, like "find threads between 2001 and 2004", but I don't expect that change any time soon.
Anders