Try to pay attention! Message #34 on this thread had the URL for a site where you can download all of the FBI files in PDF format and search them on your own computer.
http://ice.he.net/~freepnet/kerry/index.php?topic=VVAWFBI
Yes you can download them and read them, no you can't "search" them. They're PDF files containing *images* of the FBI documents. Text search won't work on them, at least not without doing a really industrial-strength OCR conversion on them, then cleaning up the results by hand.