  We observed one transit of the extrasolar planet HD 209458b with the NIRSPEC
spectrograph on the Keck II telescope. Using time series of low-noise
observations in the wavelength range 2.0 micron to 2.5 micron, we searched for
extra absorption from the 1st overtone rotation-vibration band of CO near 2.3
micron. This was not detected, with a detection limit that fails to test simple
models of the planetary atmosphere by a factor of about 3. Great improvements
in the detectability of the CO spectrum features could be realized by observing
a transit that is centered near stellar meridian passage, and in better
weather. Since it appears that similar observations taken under better
circumstances might succeed, we describe our analysis procedures in detail.
