Many of you probably already know that Microsoft's Live Search has been displaying "Sitelinks" under the first search result for some queries for a while now. In fact, they have been doing this since the Microsoft Searchification Day 2007 in September 2007. Here is an example.
Search on microsoft at Live Search and you get little links under the main search result:
Search on microsoft at Google and you get the same thing:
Forum discussion at WebmasterWorld.