We haven’t tested the new feature yet but it looks as though it should be very easy to do. The results are returned in a dynamically generated floating tag, which should help website owners blend the results in with the rest of their site.
As with Google’s customised search, it appears that you can tailor the results to your own preferences (e.g. search your site only or a range of sites).
We have been increasingly impressed with the quality of some of the results on Live search and will be happy to see the search added to more sites to keep Google on their toes.