If you want to keep the part before the ? you can search
^(.+?)(\?&SITEID|$)
and replace with
$1
You search non greedily from the beginning of the line ^ to the first ?&SITEID and leave out the rest. If no ?&SITEID is found you get the entire line by arriving at the end of the string with $
| is the OR operator that tells the regex "Stop at the first ?&SITEID or at the end of the string"
EDIT:
After the comment where you explain your need to keep the rest of the querystring I suggest you a different approach: find
&?SITEID=[^&\s]+
being
&? an optional & at the beginning of the string
SITEID= the string you are looking for followed by
[^&\s]+ any number of non&, nonspace character
and remove it from the string. However, being this the case, I'd go with a non-regex, url-specific approach like suggested in the other answers.
?or just siteid?