After clicking the link to find unused tags, press F8 to show the results in a list. If the unused tag is inside a folder, the folder will be highlighted rather than the unused tag within it. Double clicking items in the results list will navigate the cursor to the individual items.
EDIT: Also be aware that what is identified as unused really means that it is not linked to a display object or other tag. For example, there might be tags that are only used as alarm triggers that get flagged as unused.