I believe you will find that to be more or less true depending uppn the browser used to view the page. I know it "shouldn't be that way", but it is. Netscape and Mozilla based browsers handle that diifferently than IE Now that I think about it, I have not checked that behavior in Opera, Konquerer, or any of the assorted Mac browsers, so I suppose it might just be an "IE" thing (which, Gawd Knows, there are more than enough of).
At any rate, you are likely to find that to get that to work consistantly across all browsers, you may need to, though I hate to say it, code in some tests for user agents and provide different HTML depending upon the browser. Frankly, for the "minimal" extra convenience it really brings to the table for users, I'm not sure I would bother.