To completely shut LW down, right-click it's icon on the task bar and select Quit/Exit.
To search, leave out words such as "the", "and", "a", "to", etc. That should normally be enough to not get that message anymore, provided you're no looking for some 100-word-title song from some of the more obscure bands out there.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-