There are search engine submission services that you can use but they will charge you a fee. You can also manually submit your site's URL by finding the "submit your site" option on most search engines.
You should also use Meta tags on your site to ensure that Meta Crawlers can find and index the content on your site. Many search engines use Meta Crawlers to literally crawl the web for content.
It's a difficult problem. I set up my site last November, and it still isn't in Yahoo (although I have moved servers a couple of times).
Try this site who seem quite good. They have a tutorial on creating meta tags.
The other way to get your site known is by asking other sites if they will place links to yours on their site. Some sites have affiliate sports to exchange small 88x31 logos.
Depends what your site is about as to who you would approach. They can only say no or not respond to a polite email.
Good luck!
Darren