Global site search widget on sub-sites

My Global Site Search page and widget are working fine on my main site. It's my understanding the widget is supposed to work as a network wide search on sub-sites as well. I seem to be missing something because I've not been able to get the widget to work anywhere but the main site. When I search from the widget on a sub-site I get the message "Sorry, no such page".

Suggestions anybody?
Thanks, Larry