http://blogs.msdn.com/justsean/archive/2006/08/23/my-favorite-hidden-ie-feature.aspx
This is great, Internet Options, Advanced tab, “Use inline AutoComplete”
DO IT NOW! really!
It does what it says, it autocompletes your typing in the browser. But also does it from the run box! Which is very useful!
If you want this functionality in FireFox (you know you do) then about:config and enable browser.urlbar.autoFill