It is not unusual for someone to think it is easy to find a dissertation or thesis: sometimes it is, and sometimes not. “The Internet Tubes” have made the search a little easier than in the past, but “they” (the Internets, that is) have complicated it in a few other ways, namely, if the document is not in the Usual (i.e. Old Days) Repositories For Such Things, the world of places one has to search for another repository has expanded exponentially. The upsides are that you may be more likely to find what you are looking for AND you will find some other very interesting titles while you search.
1) Check with your local reference librarians (most have some kind of online reference so you don’t even have to get up or break a sweat).
2) Subscription databases (check also with your local libraries)
a) Dissertation Abstracts Online (Dialog)
b) ProQuest UMI Dissertation Publishing (and see their sidebar about searching Google for dissertations)
a) Worldcat (but check with your local library for the full Worldcat database)
b) Google Books: search dissertations guide, and include your subject, e.g. neural networks
c) Dissertations Topic Guide (Center for Research Libraries)
d) Research Guide to Locating Dissertations (University of Pennsylvania)
e) Dissertations and Masters Theses (SUNY, Albany)
f) There are also research guides for foreign university dissertations, e.g. this one from Yale University Libraries
g) The Electronic Theses and Dissertations Bibliography, Version 4, by Charles Bailey