For ease of use jobbies I generally use this from google.
It may only work if you site has been crawled by google spiders though:
Just replace 'www.cableforum.co.uk' with whatever your site is:
<HTML>
<BODY>
<FORM method=Get action="http://www.google.com/search">
<TABLE bgcolor="#FFFFFF">
<tr>
<td>
<INPUT TYPE=text name=q size=25 maxlength=255 value=""><INPUT type=submit name=btnG VALUE="Search">
<input type=hidden name=domains value="http://www.cableforum.co.uk"><br>
<input type=radio name=sitesearch value="">World Wide Web<input type=radio name=sitesearch value="http://www.cableforum.co.uk" checked> Your website
</td>
</tr>
</TABLE>
</FORM>
</BODY>
</HTML>
Position it where you want on the page, you can play around with the number currently '25' to make the text box smaller.
You can play around with the formatting to your hearts content once its inserted in a table or div. It depends exactly what your size requirements are.