You can get hold of software which claims to submit your website to lots of search engines. (There are also websites which offer the same sort of service). The problem with this approach is that most of the major search engines now reject automated submissions.
The companies which run the search engines would like you to pay for listings and they are keen to offer you certain advantages if you do so. However, most of the major search engines have a 'free listings' service.
To add your site to Google, go here:
http://www.google.co.uk/addurl/?hl=en&continue =/addurl
You need to sign up for a (free) Yahoo! account, if you've not already got one, in order to get a free listing for your website on Yahoo! and AltaVista. Click the link under 'Basic Submit' here:
http://uk.altavista.com/addurl/default
Ask.com doesn't offer you the opportunity to submit your site directly. Instead, it relies on web-crawler technology to pick up links to your site from sites it already knows about.
There's detailed information about search engine submissions here:
http://searchenginewatch.com/showPage.html?pag e=webmasters
Chris