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.

What's weird is that I first had this as a cassette, so I first knew it in order. I didn't get the CD til later.