You may want to check if the site the search option is pointing to is alive (active) or not. Or you can try switching to another search engine.
Here is how;
Select "Search" from the standard buttons tool bar in IE 6.0.
On the window what opens, select "customize".
In customize you will be given a array of options to choose from, but the one we want is “Find a Web Pageâ€. Here you are shown witch search engine you are using or would like to use. All you have to do is check the box with the engine you want to use , select the up arrow to move it to the top of the list, and then select OK at the bottom of the screen.
If this fails you may have to reinstall (repair) IE 6 using Add and remove programs from the Windows control panel.
If you want to take it a step further, go to google.com or yahoo.com and get their search engine tool bar. It works wonders for me.
Hope this helps!