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Search box looks different, but doesn't work

Your theme needs to call both the header and the footer hooks of WordPress, else the plugin will not work. Themes should call those hooks by default, and if they don't then they're badly designed. Contact your theme creator, or add

<?php wp_head(); ?>

just before the </head> tag in your header.php file (if it is missing), and

<?php do_action('wp_footer'); ?>

just before the </body> tag in your footer.php file (again, if missing).

Plugin was installed, but search box does not look different than before, and doesn't seem to work

This should not be an issue if you're using the widget form of the plugin.

It might be the case that your theme does not include the searchform.php file properly. If that is the case, then when you follow the instructions and install the plugin, nothing will change visually on your site. What you need to do is find the file where the search form is inserted, and replace the entire section (enclosed in <form> tags).

The section starts with something like

<form action=...

and ends with

</form>

Delete that whole section, and in its place enter this code:

<?php include (TEMPLATEPATH . '/searchform.php'); ?>

If you can't do that (or don't want to), then contact your theme designer and ask for the searchform.php file to be properly included. Then installing this script should work just fine.