File name completion in a *Shell* on w32 using cmd.exe for the shell 
process currently does not work. The attached file contains code that 
can be used to fix this bug.

It does not use the Emacs completion style but instead the completion 
style used by cmd.exe. Maybe it should do both?

I proposed before to sync the directory of the shell process with 
default-directory. This code also adds such a sync.