OK, I selected the option:
"Host results on a non-Google site using an:
iframe – requires two pages: one for the search box and another for the results"

Then it says "Specify the url in your site where you want the search results to appear:"

So I put http://www.domain.com/2.html (just for testing purposes)
It then gives me a code.

Next it says "Paste this code on http://www.domain.com/2.html, where you would like your search results to appear."
(It gives me another code for the results)

So I create a page called 2.html, and just put the code on 2.html, that's it.

So I put the search box code on 1.html, it displays correctly, and the results are supposed to show on 2.html, but they don't. I don't know why, I am doing exactly as they ask.

Why isn't this working?