I've been using it for quite a while, and I've been really happy with it (except for the minor issue that the index takes up 220M of virtual memory, but that's just VA - the working set of the index is quite reasonable).
So I immediately downloaded it and enabled the toolbar on IE.
As often happens with toolbars, the toolbar was in the wrong place. No big deal, I unlocked the toolbar and repositioned it to where I want it (immediately to the right of the button bar, where it takes up less real-estate).
Then I locked the toolbar. And watched as the MSN desktop search toolbar repositioned itself back where it was originally.
I spent about 10 minutes trying to figure out a way of moving the desktop search bar next to the button bar, to no success. By positioning it in the menu bar, I was able to get it to move into the button bar when I locked the toolbar, but it insisted on being positioned to the left of the button bar, not the right.
Eventually I gave up. I'm not willing to give up 1/4 inch of screen real-estate to an IE toolbar - it doesn't give me enough value to justify the real-estate hit.
Sorry guys. I'm still using the desktop search stuff (it's very, very cool), including the taskbar toolbar, but not the IE toolbar. I hate it when my toolbars have a mind of their own.
Update: Someone on the CLR team passed on a tip: The problem I was having is because I run as a limited user. But it turns out that if you exit IE and restart it, the toolbar sticks where you put it!
So the toolbar's back on my browser.