Comment No mystery here (Score 3, Informative) 230
I just tried it = www.DoNotHijackMe.com in IE8 and Google loaded.
It's caused by a setting Tools -> Internet Options -> Advanced -> Search Options and "Just Display the results in the main window" is selected. If "Do not submit unknown addresses to your auto-search provider" is selected, if it can't find an address it submits it to your default search provider.
No mystery.