This seems to work fine (basically got it right off the website), probably need some styling to get it like you want it. Also not sure where your data will come from, but he's got some ajax examples on their as well.
Anyway, Save the following as an .html document for an example.
<html>
<head>
<script src="http://ajax.googleapis.com/ajax/libs/jquery/1.4.2/jquery.min.js"></script>
<script src="http://the-know-your-rights.googlecode.com/svn-history/r10/trunk/resources/js/jquery/autoSuggest/jquery.autoSuggest.minified.js"></script>
<script type="text/javascript">
var $sel = null;
$(document).ready(function () {
var data = {items: [
{value: "21", name: "Mick Jagger"},
{value: "43", name: "Johnny Storm"},
{value: "46", name: "Richard Hatch"},
{value: "54", name: "Kelly Slater"},
{value: "55", name: "Rudy Hamilton"},
{value: "79", name: "Michael Jordan"}
]};
$("input[type=text]").autoSuggest(data.items, {selectedItemProp: "name", searchObjProps: "name"});
});
</script>
</head>
<body>
<input type="text" />
</body>
</html>
If this isn't what you're looking for then update your question with more specifics, and I'll see if I can get you a better answer.