Well, just for future reference, to enable cmd.exe to do automatic complete (as Microsoft refers to apparently), one needs to modify following value in the registry:
To enable automatic complete for Cmd.exe, use Registry Editor (Regedt32.exe) to view the following registry key:
Edit the CompletionChar value, and set the value of REG_DWORD to 9. Note that you do not need to restart your computer.
Obviously this was taken from Microsoft Support