TAB autocomplete in Bourne Shell

I don't know how to get the TAB key to autocomplete filenames, commands, or anything at all. I'm on a Unix-like system (OS/390) and depend on several scripts that work in sh (Bourne shell, not BASH), but not in other shells (tcsh, for example), so I can't switch shells. I usually connect to this system via ssh or telnet from Ubuntu's GNOME Terminal running bash locally. Other people connect to the OS/390 system via telnet from the Windows XP command prompt, and they are able to autocomplete with the TAB key after issuing "set -o emacs". When I issue "set -o emacs", I get some of the appropriate functionality (ctrl-p to step backward through the history, for example), but not autocomplete. I am aware of the "set -o vi" option, but using "ESC-*", etc does not appeal to me because I know that the simple TAB key works for other people. Is there something about Ubuntu, the GNOME Terminal, bash, or ssh that sends a different tab character than a Windows XP command prompt running telnet? Does anyone have an idea as to why I might not be able to get tab to autocomplete while people on that same remote machine, running the same shell, can? **What should be done in order to enable *tab auto-complete*?**