Well, you have only Live search option in your Vista Start Menu and need to open Firefox or IE to open any other search engine or website.
Wait..Wait..I have just found a cool solution to this problem.You can add Yahoo search(or any site) to your Start Menu easily. All you need to do is just edit few things in Group Policy.So, you can add Yahoo Search(or any site) to your Start Menu as follows:
(Taken Yahoo! as example)
1.As usual, type "gpedit.msc" in your Search box and hit enter.
2.Click "Continue" when windows prompts confirmaion box.
3.Go to User Configuration\Administrative Templates\Windows Components\Instant Search\Custom Instant Search Internet
4.Now,double click on "Custom Instant Search Internet Search Provider" and set it as "Enabled" in the "Setting" tab.
5.In the below resource dialog box enter "Yahoo"(your choice) and enter "http://www.yahoo.com"(URL) in URL dialog box.
6.Go back to Start Menu Search to see the change.
Warning: This tweak might not work in Home Basic version.