If you want to change the search and home pages for IE, you will have to do it in the registry. IE Stores this information in:

Code:
HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main
and

Code:
HKEY_LOCAL_MACHINE\Software\Microsoft\Internet Explorer\Main
The keys to change are "Start Page" and "Search Page". The information has to be changed here, because Microsoft's default search and start pages do not reside on your harddrive, but are server side.

Hope this helps.