Mostly for Win-XP: It is really handy to have an auto-complete with standard windows shell, cmd. Surprise: it works! The default expand sequence is Ctrl-F.
To change it to more popular tab, open (win-R) regedit and go to HKEY_LOCAL_MACHINE\Software\Microsoft\Command Processor, change CompletionChar and PathCompletionChar to 9.
Open your cmd window again and enjoy.
The more detailed description you cand find at http://support.microsoft.com/kb/310530