Help Finding Albert Einar Amundsen from Norway

My grandfather, Albert Einar Amundsen came from Norway as a small boy with his father, Einar, and his brother. I was able to find their names on a (I think) 1917 passenger list to New York. I wanted to keep searching for their lineage in Norway, but I don't know how to search. I don't have much information and this may be my problem. I'm one of many people who've been told we are related to Roald Amundsen however my instinct, with just the little I've been able to find, is not true. There are a lot of Amundsens out there. I would love however to find our family lines and go to visit some of my distant relatives in Norway. Can anyone shed light on how to go about searching?