Due to the lack of a command line on the Macintosh, using Java applications is a little bit complicated. If you follow these steps, running the search server should not be too painful.
NOTE: This search engine requires MRJ (MacOS Runtime for Java) 2.0. If you have upgraded to MRJ 2.1 or got it with a recent copy of the MacOS, the search engine will not work. To check your version of MRJ, go into your System Folder, then to Extensions, and then to MRJ Libraries. Select MRJLib and select FileGet Info (command-i). It should say, "MacOS Runtime for Java 2.0".
You can safely move the NRSearch alias anywhere you like without affecting the performance of the search engine. You should not move the NRPrefs folder from your Preferences folder, or change any of the files inside that folder.
The Start Search Service script performs a number of steps. If it fails, you need to determine where it failed and complete the process.
The script should copy the NRPrefs folder from the mac folder on the CD into your Preferences folder in your System Folder. If that didn't happen, copy it now.
Next, you'll need to de-BinHex NRSearch.hqx in that folder; this is probably where the script failed.
For convenience, you should make an alias to the resulting NRSearch and copy it somewhere handy, like the Desktop.