As I was adding the Live Search Box to my blog, I realized that it wasn't entirely clear how to find the page that explains how to do this. The actual main link is on the Live Search homepage 
and is the "For Webmasters" link. However, this link actually takes you to the Windows Live Help site section titled "Welcome to Live Search Site Owner Help".
There are two different Live Search boxes you can add to your site. The Basic Search Box and the Advanced Search Box. Both of these search boxes can be added simply by answering a few questions and copying the resulting HTML or Javascript code into your site. The Basic Search Box displays results on the Live Search website and searches a single site that you specify, or the entire Web. The Advanced Search Box displays results on your site (in an overlay (layered) window, and searches multiple sites that you specify, the entire Web, or applies a Live Search Macro.
Fortunately, there is a very simple to use page that allows you to decide which search box you want to use and create the appropriate HTML or Javascript code. To add the Basic Search Box, you decide if you want to add a basic Web search box or a basic site search box to your site and then copy the resulting HTML code. Adding the Advanced Search Box is a simple 3-step wizard that allows you to pick your search type, customize the results, and then add then copy the Javascript to add it to your site.