Some of the Windows Server 2003 boxes I cross paths with were upgraded from Windows Server 2000. In each case the [Tab] character shortcut for auto-completing a command line didn’t work. Pressing [Tab] simply resulted in a tabbed cursor.
Fortunately the [*] character works in a pinch. Typing cd c:doc* brings you into C:Documents and Settings but it’s not quite the same as the [Tab] shortcut.
This article from Online Tech Tips describes how to enable auto-complete using the [Tab] key. After reading you may notice the numeric value supplied is actually the hexadecimal value of the character you wish to use as the shortcut.