I did some research into building search engines a couple of years ago and it is really interesting stuff (actually I should qualify that with the observation that I have been known to stretch the term interesting way beyond breaking point).
A lot of the theory is tied up with Artificial Intelligence so if you're thinking of writing your own a good place to start is deciding on your basic decision making algorithm. Or you could start by looking at how you are going to index Web pages and write a basic software agent to start harvesting data for you.
if you're just looking to build a search engine for your site you could try having a look at devarticles.com/c/a/HTML/Building-A-Search-Engine/
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homo sum: humani nil a me alienum puto ... ( just Google it )
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