I have an idea, and a company is willing to help me with it, but they want to charge me to check if there is no other product like mine, I can't afford to pay them what they are asking for, so they said I can do my own investigation and turn it in to them, sign a doucment saying if there is something out there and they get a law suit, is on me. What I need to know, is how or where can I investigate if there is a product like mine somewher out there. Who do I ask for help or advise?

Go to the reference desk at your local public library. A reference librarian will do a search and tell you what else you need to do to cover all the bases.

You could start with a patent office.

Its also a good idea to put your idea on paper with as much information as possible including an example of the product and send it by registered post to the patent office.

Depending on where you are in the world, Google will probably bring up a patent office in your area.

I would suggest you get some legal advice also, just to cover your bases.

There is a legal section on askmehelpdesk, it might be worth your while to look for some information there.

You can rephase your question in the legal section to ask about any legal ramifactions from outcome of your investigation.

When Aircard came out, I thought they were nice, but would be nicer if you could plug in to an "Aircard Router" to allow your whole house as well as your Laptop. So I Googled "Aircar Router" and found someone made them.
Ebay is also a good place to check on something.
However, I believe if you did some Google type search for something, and no results popped up, it may notify THEM, and they may be able to produce and protect faster than you, and take your Idea?

You really don't care whether someone else out here has a product like what you're thinking about (at least not from a legal perspective) - after all, we live in a competitive world where Burger King and McDonalds can both sell hamburgers without infringement concerns. What you DO care about is whether there are design ideas embodied in your invention that are already patented by someone else. So what you need to do is a patent search. The US Patent & Trademark office has an online facility for that - it's free but not very user-friendly and takes lots of perseverance. Choose key words that are as specific as possible to the key technology in your invention. If you find a patent that is close to your invention you can research other patents that referenced to broaden into related inventions. It's not a fool-prooof method, but in a few hours you'll have a pretty good idea about the state of the art. To evualate whether your product may infringe you have to carfully read the claims at the back of the patent document and see if the physical embodiment of your product infringes on what's disclosed there.

You can start here: Search for Patents

Alternatively, you can use software that is intended to make patent searches easier. See for example: PatentHunter 3.5 - Patent Downloading, Searching and Management Software