How long has your site been up for, it can take a while for search engines to index it. This could be months.
Go to google, yahoo etc and submit your site, it will still take a while for them to index it though.
You could also sign up to google webmaser tools or yahoo siteexplorer to see what they have indexed.
Google webmaster tools
At the end of the day just submit your site and wait for the engines to index it.
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