This isn't linux related, and i'm mostly posting this here for my own reference later on when i'm on different computers.
Most of us, at one point or another are forced to use DOS for various tasks. My biggest beef with DOS was the lack of tab-completion for files or directories, something that I have been accustomed to thanks to the bash shell. Well, you can have it in Windows too. I am not sure what versions of Windows, but I have used it in Windows 2000 and Windows XP.
Open up your registry editor by goign Start->Run type 'regedit' in the box and launch the editor. Browse through the trees to the following:
On the right side, there should be an entry for "CompletionChar". Double-click on this, and change the value from 0 to 9. Press ok, and then close off regedit. Close any command prompts you may have open, and then reopen one and test it out. It's not quite as good as bash, and other shells, but it's better than nothing.