Magento admin: how to add a custom search form

[codercv]

I need to add a custom Ajax search form in Magento admin in "Customer Information" => "Orders". Form search by id, sku, and product names.

I do not know where to start. I know how add sort to grid header, know how make Ajax request, Know how add/remove standart buttons like "search", "reste filter" etc. But don't know how add custom search form near/in filter-actions buttons

[srepin]

Why are you doesn't want just adding custom row to grid?
What are you want search, and how result should look?