Open Explorer and go to the Windows\inf folder. Locate the srchasst.inf file. Right click it and select Install. You'll need your XP CD or the files from the i386 folder. (This fix will require you to have your Win XP CD).

The Windows\inf folder is a hidden folder. You can adjust your Explorer Folder Options (View tab) to Show hidden files and folders. You can also click Start, Run and enter %SystemRoot%\inf to open directly to the inf folder.

Error: "A file that is required to run Search Companion cannot be found. You may need to run setup".

The file that is missing, or corrupt, is one of two. BAR.XSL or BALLOON.XSL (and/or other files in the same folder), depending on your search preferences. These files are both normally located in the Windows\srchasst\mui\0409 folder on your hard drive. These files may be locally cached in the Temporary Internet Files, so this may explain why some users have this problem "intermittently".  Re-installing srchasst.inf works here as well.

Error Message: "A File That Is Required to Run Search Companion Cannot Be Found" (Q315330)
Windows XP Search Companion Does Not Work Because of File Corruption (Downloadable Fix)

The problem stems from Search Assistant being unable to connect to http://sa.windows.com.  This can be caused by proxy servers, firewalls and some "ad blocking" software.

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: Apply this edit:

Search Shows Yellow Triangle with ! (Line 75)
http://www.kellys-korner-xp.com/xp_tweaks.htm

To use the VBS File: Download .vbs file and save it to your hard drive (you may want to right click and use Save Target As). Double-click  the vbs file. You will be prompted when the script is done.

All other information, customizing and tweaks for Search can be found here:

Troubleshooting Search Issues in Windows XP
http://www.kellys-korner-xp.com/xp_s.htm#search