Hi!
Well, unless your users are expected to use Internet Explorer entirely, you cannot do anything about it. I think VBScript has some method to invoke the search dialog through a string, but I am not sure. Anyway, they have Add to Favorites thingie in their implementation of Javascript / VBScript so I suspect they have something to do with the search dialog. Search on www.microsoft.com or msdn.microsoft.com, something of value might come up.
In any case there will be a dialog box, because it's simply impossible to implement such functionality as Search Next in a simple input box.
Hope this helps,
Stas