I like to do the following search:
From a given web site (e.g.
http://www.dot.state.al.us/bureau/Office_Engineer/Prjletid.htm); I
like to search for a word (e.g. "CSL") in that page and all pages that
this page links to (about 60-70).  Can I do this?  Can I write a
script so that I can change it for different sites?

click here ://www.google.com/help/features.html#sitesearch

I don't know how you can search the links within that webpage. But I
know how to search recursively on a particular web server like the way
we can search on our disk files.

In your example, it is "www.dot.state.al.us" .You can search all files
residing in "www.dot.state.al.us" which contain your search string
"CSL" .
You can go to "http://www.altavista.com/web/adv". There type
"CSL"(without quotes) in  "this exact phrase" edit box. ANd in the
"Location", select "only this host or URL:   http://". And there type
"www.dot.state.al.us" . This will give you all the files which contain
the word "CSL" and residing in this server.

You can further search by clicking on "More pages from
www.dot.state.al.us" link.