C# desktop type ahead feature

Question

I am writing a new C# 2010 desktop application. This application will allow users to select a file from a specific directory location. I am wondering is there anything in a windows application called 'type ahead' feature? Basically
the user will stat typing a few letters and all the files in a selected directory path will appear. (I am asking this question since this feature is available in web applications.)

If there is this type of a feature, can you tell me what this feature is? In addition can you tell me and/or point me to a reference that will tell me how use the 'type ahead' feature?