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I have an Atomz free account and like the offering, but haven't integrated it into any sites yet. Looks like a very attractive option as long as you stay within the limits of their free search.
Lots of other options should come to you by searching for "freeware search script" or your desired programming language, eg. "PHP search script".
Features to look for -- ability to block certain directories or files from the search results, and good logging of all searches performed (valuable data to see what your visitors are hunting for).