grep -n "YOUR SEARCH STRING" * > output-file
The -n will print the line number and the > will redirect grep-results to the output-file.
If you want to “clean” the results you can filter them using pipe | for example:
grep -n "test" * | grep -v "mytest" > output-file
will match all the lines that have the string “test” except the lines that match the string “mytest” (that’s the switch -v) – and will redirect the result to an output file.
A few good grep-tips can be found in this post