Beware of Lamothe books... they're good to learn by, but the rule of thumb is never, ever use the style of coding he does. 99% of the time it's considered just plain bad form and nastily inefficient. Still, I learned DirectX through one of his books, and after hanging around some real programmers to straighten out my misuse of some stuff, it worked real well
More on-topic, if you're using MSVC++ 6, I belive double-clicking the search button in the resource editor while holding CTRL will bring up the place you need to put the aforementioned code. You'll need to make a class for your search dialog, and the same procedure (or at least a similar one; I'm doing this from memory) will create that class from the resource. Good luck and happy coding.
PS - Gamedev.net rules, and you really need to check out the chat. It'll solve all your programming woes.