It depends. If your search engine uses the "urlkey" like Google and Bing, then it should work. However, if you use another search engine then the "urlkey" might be different.
I use DuckDuckGo and my "urlkey" is "/?q=" instead of the "/search?q=" that is automaticly included in the test version of the macro. If using DuckDuckGo change the following pref.
user_pref("kmeleon.plugins.macros.searchWwwInPage.urlkey", "/?q=");
Before I assume too much, you must run a search first, and stay on the results page prior to using the CTRL-SHIFT-F. If your engine is other than these, run a search and look on the URL bar for the probable key string.