It could have been better if you have referred a site which has the similar effect you want.

Anyway have a look at following great resource for jQuery Autocomplete plugin

Plugins  code.google.com
Autocomplete Plugin http://bassistance.de/jquery-plugins/jquery-plugin-autocomplete/
jQuery Autocomplete Mod www.pengoworks.com

TutorialAutoCompleter Tutorial – jQuery(Ajax)/PHP/MySQL www.nodstrum.com