ListSearchExtender problem

I have a simple dropdownlist and I added an AJAX ListSearchExtender.  Here is my code:

<asp:dropdownlist ID="ddlState" runat="Server" DataTextField="StateName" DataValueField="StateAbbreviation" Width="300px">
</asp:dropdownlist>
<asp:ListSearchExtender ID="lseState"
runat="server"
TargetControlID="ddlState">
</asp:ListSearchExtender>

If I hit the Tab key down to the DropDownlist and start typing then the ListSearchExtender works fine.  But if I click in the DropDownList and expand it and then start typing, nothing happens.  What am I doing wrong?