The SEOCO blog reports that a search at Live.com now may return extra links under the first results. This is known as Sitelinks over at Google. For example, a search on dmoz at Live Search returns this:
Those look just like Google Sitelinks to me.
They work for a bunch of navigational like search queries, like Wikipedia, Yahoo.com, and so forth.
Postscript: This is apparently not new; it went live with Microsoft’s Searchification Day 2007.