The Seattle Times article: MSN search engine has foot in door, takes a close look at how a search box in MSN Messenger 7.0 might reveal clues about MSN's "broader strategy in the search business."
The rectangular box, embedded in a preview version of the company's MSN Messenger 7.0, is a search field. Users will be able to launch Internet searches directly from that field, automatically opening a Web browser to display the relevant results on an Internet search site...The feature sends people to Microsoft's MSN Search service. In the process, it demonstrates what promises to be one of the Redmond company's main advantages as it tries to come from behind in the search business -- its ready access to hundreds of millions of people already using its various types of computer software.
It's probably worth mentioning that Yahoo! Messenger includes a search box at the bottom of the application. Yahoo! Messenger also allows you to run a web search directly from IM box.