Of course you will only see HTML. You generally cannot see server-side SQL code in a browser unless the site developer wants you to. The HTML form takes your search terms and submits them to the server, where the SQL query runs, and then the results are returned "encased" in HTML.<br>
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By default, all drop-down menus in HTML will jump to the first letter entered, but to go beyond that, and have a true 'autocomplete' feature you would need to use Javascript, which would query ahead and return an index of possible entries in an array which can then supply the completed words as users type entries. This would be an excellent feature to provide for a browser-based application. Please give me the URL to the site you mention above, and I'll see if they use any Javascript. Also, Try the Javascript forum.<br>
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Good luck