Search result links are controlled by the “Search Results URL” setting under Admin > Weblog Administration > Weblog Management.  From here, choose “Edit Preferences” in the row for the weblog you wish to modify.  This specific setting can be found in the Path Settings section of this page.

Links in the search results will be based off of what you have specified there.  You can read the documentation for some more information on what to put in that setting.