One way of participating in the search is by installing the screensaver from the UC Berkely SETI team.

It downloads chunks of data from SETI's antennas - analyzes it and sends the result back to SETI. All while you are not using your computer.

If you are the more "down to earth" person you might want to install a screensaver from climateprediction.net. They are in need of processor time to forecast the weather.