I think it would be great if it jumps to the first match when you enter something in search window. It does that in visual studio and I find it a bit confusing to always have to press the search button or hit F3 first before it starts searching.
I've tried simulating this behavior by registering to the OnFindWhatTextBoxKeyDown event but unfortunately I don't know how to stay in current view when a match is shown. Like you type "boo" and it jumps to the first match "bool", the user types "l" and it jumps to the next "bool" but instead it should have stayed at the first match since it's still valid.