[jQuery] Does the JQuery Ajax and load work properly? It seems to work like an iframe rather than like add html in FF, Opera, & Chrome, but works as I would expect in IE

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Hi,

Check out the example at

http://docs.jquery.com/Ajax/load#urldatacallback

Click on one of the links in FF 3.0.3 or Chrome and instead of
redirecting the entire window, it just redirects the content within
the ul tags.  However, do it in IE and it redirects the browser window
properly.  To me the ie functionality makes the most sense if we are
just loading in pure html tags.

I am trying to use this in a project but when I load any content that
contains link in ajax, the link only changes the content of the
containing div rather than changing the page.

Is this a bug?  Is there a work around?