I just discovered an addon for IE I didn’t know about, Find As You Type. Even better, Sven Groot, the developer has some technical notes up on the under-documented issues he ran into while developing it, the solutions he found, and the source code to the add-on.
The add-on itself looks like it brings a lot of the useful Firefox functionality I love for in-page searching to IE, including highlighting all terms, and searching as soon as you start typing.
In a nice twist, I actually discovered this using the me.dium Firefox extension. It’s been a fun social tool, but in this case it figured out that the site was related to the MSDN extensions forum I was browsing, and showed it on the radar. Very, very useful, great job by the guys who wrote that algorithm!
Pete Warden's blog 
Hi Pete, I’m glad you like my articles.
Reading through your posts on this subject, there is one thing that I noticed. Using IXMLHTTPRequest::onreadystatechange isn’t in fact as difficult as you think. I’ve written a simple sample and posted it: http://www.ookii.org/post/using_ixmlhttprequestonreadystatechange_from_c.aspx
Pete – I work at Me.dium – thanks for the shoutout. And look out for our IE version soon too… Cheers. Tobias
That’s a great article, thanks Sven! I’ve put a new post up pointing my readers to it. And looking forward to giving the IE version a try Tobias…