First thing is that it will show up for anyone if you have it in that spot. If you only want it to show up put it before the {/if} after the User List link.

In your link you have it as {$lang.SELF_SEARCH}. This would work if you created an entry in the language editor. The easy way is to just use "Self Search" instead of {$lang.SELF_SEARCH}.

If you want to add it to your language file you would need to go to "Languages" under "Display Options." Then click the "Language Editor" tab. To the right of 'Choose Specific Language File:" scroll down until you see generic.php. Select that and hit go. Scroll down to the bottom of the page and enter a new key which will be
key = SELF_SEARCH
string = Self Search

That is a lot of extra work just to get the name in there though if you are only going to use it in the one place.

That will get the link to show up, but I don't think the script will work as is. I guess how to set that up would work better at ubbdev, which I see you already have a couple threads about.