Look in /skin1/customer/main/search_result.tpl. Replace the third to the last line:
Code:
{include file="dialog.tpl" title=$lng.lbl_search_results content="No matching products found" extra="width=100%"}
with:
Code:
{include file="dialog.tpl" title=$lng.lbl_search_results content="Didn't find what you were looking for? Click <a href=here.php>here</a>" extra="width=100%"}
Don't put any quotes inside the a href tag. That'll do it.