How to add google custom search into my website?

I want to include Google custom search into my website

Please check what I actually want to add – http://screencast.com/t/rMZcLLlByV

So please provide me full information for include Google search into the website.

I dont want to use plugin and please provide me step by step whole customozation where i have to add my gse code.

please help i am asking this question twice.