I) To translate your word, it should have the method translation ! something like: $this->__('Your word here') or Mage::helper('module')->__('Your word here');. So check if you have well the translate method in your file.
II) You have 3 different methods to add or change a translations in Magento:
1) Inline Translation :
The translations will be placed in the database (core_translate table). You can enable the Inline Translation for frontend or backend separately. To do it: System -> Configuration -> Developer -> Translate Inline. Also, you can use the Inline Translation method to add a new translation to the Default Config (all stores) or to the specific store view.
2) Theme translation :
It allows you to add a translation only to a specific theme. All changes will be placed in the CSV file in this path: app/design/{area}/{package}/{theme}/locale/{language_code}{country_code}/translate.csv
3) Module translations :
This kind of translation is used for Default Config (all stores). It is stored within: app/locale/{language_code}_{country_code}/{namespace}_{module}.csv
For more information
EDIT:
For the search module Go to app/design/frontend/{package}/{theme}/template/catalogsearch/form.mini.phtml for exemple and check if you have the translation method then translate it according my answer.
the form.mini should looks like this:
<form id="search_mini_form" action="<?php echo $catalogSearchHelper->getResultUrl() ?>" method="get"> <div class="form-search"> <label for="search"><?php echo $this->__('Search:') ?></label> <input id="search" type="text" name="<?php echo $catalogSearchHelper->getQueryParamName() ?>" value="<?php echo $catalogSearchHelper->getEscapedQueryText() ?>" class="input-text" maxlength="<?php echo $catalogSearchHelper->getMaxQueryLength();?>" /> <button type="submit" title="<?php echo Mage::helper('core')->quoteEscape($this->__('Search')) ?>" class="button"><span><span><?php echo $this->__('Search') ?></span></span></button> <div id="search_autocomplete" class="search-autocomplete"></div> <script type="text/javascript"> //<![CDATA[ var searchForm = new Varien.searchForm('search_mini_form', 'search', '<?php echo Mage::helper('core')->jsQuoteEscape($this->__('Search entire store here...')) ?>'); searchForm.initAutocomplete('<?php echo $catalogSearchHelper->getSuggestUrl() ?>', 'search_autocomplete'); //]]> </script> </div>