The search engines need to know your site exists, so they can index it and rank it in the search results. Most search engines have an online form you can use to do this (here is Google’s, Live Search (formally MSN) and Yahoo’s - you have to sign up for a free free Yahoo account).
However, there are many, many more search engines out there so an automatic submission tool is a real help. You can use specialised SEO submission software or websites like www.freewebsubmission.com. It is a good idea to have a separate email account/address for search engine submission so all the replies, confirmations and newsletters (some may think it spam!) don’t get mixed in with your normal email.
Search engine submission was once very important and you could pay a lot of money to have your site submitted. But you really only need to do it once, if at all, since the search engines should find your site anyway by following links from other websites. In fact, some experts think search engines ‘prefer’ (i.e. rank more highly) sites found in this way.