This will work:
1. Run Registry Editor (RegEdit.exe).
2. Navigate to the following registry key:
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Internet Explorer\InfoDelivery\Restrictions
Note: The registry branches starting from Internet Explorer may not be readily available. In this case, manually create the new Key with appropriate names. And if you want user-only restriction, use the HKEY_CURRENT_USER registry branch.
# In the right pane, create a new DWORD (32-bit) Value named as NoSearchBox data, and set its value data as 1.
3. In the right pane, create a new DWORD (32-bit) Value named as NoSearchBox data, and set its value data as 1.
4. Exit Registry Editor.
5. Close and re-open IE browser.
6. To add back and turn on the search box in IE 8 again, just delete the NoSearchBox registry key, or set its value data to 0.