Open Your Favorite Websites Directly from Windows Vista Start Menu
The Instant Search feature in Windows Vista start menu offers two choices - "Search Everywhere" (for finding files on your desktop) and "Search the Internet" (for web search).
Let’s add another option to Vista Start menu that will allow us to browse by name. For instance, you could just type CNN to open www.cnn.com in your browser, mit for mit.edu or gmail for mail.google.com.
Internally, this uses Google’s I’m feeling lucky command and is purely based on Sarah’s method for Wikipedia.
Steps to Add Browse by Name in Windows Vista Search Menu
Step 1: Type gpedit.msc in the Run box to open the Group policy editor and navigate to the following node.
User Configuration -> Administrative Templates -> Windows Components -> Instant Search -> Custom Instant Search Internet Search provider.

Step 2: Right click the Instant Search provider setting and Enable it via Properties. Give it some descriptive name and type the following URL in the custom search URL field.
http://www.google.com/search?btnI=I%27m+Feeling+Lucky&q=%w
Step 3: Close the Group Policy editor and in the Run box, type gpupdate /force to propagate the change. You are done.
You could use the same trick to add any other search engines to Windows Search menu like Flickr, Yahoo!, YouTube or even eBay. The regular "Search the Internet" command will use the default search engine set in the web browser while this may be used for special search tasks like finding photos.
Related: Vista Start Menu for Windows XP

Great stuff Amit. Really useful.
How do you do this on computers without gpedit(Vista Home Premium, for example)?
Why Microsoft takes out something like this, I don’t know…
@J Klassen:
Here’s the zipped registry hack file, there’s also a reg file for removing the hack as well.
http://www.howtogeek.com/geekers/SearchGoogleFromVista.zip
Note that you’ll have to logout and back in for the change to take effect.
Does not work in Vista Home Basic