IE 7 allows you to add as many search providers as you like into your search box. While you can add all the usual suspects - Live, Google, Yahoo etc, you can also add SharePoint Search servers:

Open IE and drop down the menu on the search box:

Click on 'Find More Providers'. This will take you to a page that allows you to either select from one of the known Search providers or add your own, given the URL for it. To add MOSS, enter the URL for a search for the word TEST (as it says on the right-hand side of the page).

For example, for me the URL is:

http://moss.macroview.com.au/SearchCenter/Pages/results.aspx?k=TEST

You can automate this process for your users by generating the XML and adding a Link tag into the Head of a web page.

There is an article on MSDN that shows how to do this.