strange "AutoComplete" dialog box when attempting a forum search

I was trying to fill in a phrase or word into the search text field in order to try a forum search, and when I left-clicked on the Search button, a small "AutoComplete" dialog window came up showing a textbox with a moving arrow with example text choices.  Is this normal?  Is this a normal part of Windows 7 or Vista?  I never saw this before, and I'm afraid to click on any part of this AutoComplete dialog box in case it really should not be occurring.  Am I just unfamiliar with Internet Explorer, or something?  Or is this a problem showing itself?