Comment 4 for bug 54465

I don't know if you are aware, but the same problem is present in the terminal. There is no autocompletition for commands, e.g.

"sudo ge{tab}" will give me "sudo gedit"
but
"gksudo ge{tab}" will just do a system beep.

And this is seriously annoying, especially as people have been called only to use gksudo for gui apps im Gnome from now on ^^