Search engines are tools that help you find what you want on the Web. They use algorithms (often called spiders or crawlers) that are programs used to compile a database of pages found on the publicly accessible Web.

When you enter a search, the search engine scans its own database (index) to match your terms against terms in the pages of its database. So, each search engine searches the part of the Web it has collected - NOT the whole Web, but a large portion of it - and each has a somewhat different database--or index--of pages.  This is why results can vary between each engine, and why you should use more than one.

Meta-engines search using multiple search engines at once. In addition to using Google or msn.com search, try meta-engines like IxQuick or Dogpile
Note the different types of results you get with each one.