Found this at
http://www.kellys-korner-xp.com/xp_s.htm
hope it may help
Yellow Triangle with Exclamation Point
Option 1. Depending on your version of TweakUI, run it, go to the Desktop settings and put the check mark back in Search Results.
Option 2. If you don't have TweakUI installed, or this option isn't available in your version, copy and paste the following lines into a Notepad file and save the file with an REG extension. Make sure to add a blank line at the end of the file.
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Desktop\NameSpace\
{e17d4fc0-5564-11d1-83f2-00a0c90dc849}]
@="Search Results Folder"
Locate the file you just saved and double click it. Answer yes to the import prompt.
Option 3: If manually editing the Registry is not to your liking, visit the web site at
www.dougknox.com and visit the Windows XP section. In Tweaks and Fixes, follow the link for Fix Windows XP Search (error) and follow the instructions.