A thread on comp.lang.python details the problem:

http://groups.google.com/groups?
hl=en&threadm=b5ddd682.0204180902.2866a9c0%
40posting.google.com&rnum=1&prev=/groups%3Fhl%3Den%
26selm%3Db5ddd682.0204180902.2866a9c0%
2540posting.google.com

rlcompleter.py does not expand correctly on something 
like:
>>> sim[0].<tab>
since
  m = re.match(r"(\w+(\.\w+)*)\.(\w*)", text)
does not allow for brackets in the match.

I propose:
  m = re.match(r"([\w\[\]]+(\.[\w\[\]]+)*)\.(\w*)", 
text)

to fix this on line 127 in cvs version 1.11

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This isn't really a bug, as (at least currently) this behavior is mentioned in the documentation for rlcompleter (at least it's in the docstring).  

The reason a[0].<tab> isn't completed is that we want to avoid executing arbitrary code.  The current completion mechanism is already a bit dangerous as an object's getattr could be called to execute code with unknown side effects while completing.  It just seems to dangerous to allow indexing, as lots of objects use this for their own purposes.

If this behavior is determined desirable despite the danger, someone with commit privileges should say so, and then someone can submit a patch (I could do it).
Probably this bug should just be closed.

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Making this a patch since one is included.

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As the other commentors point out, this easily leads to
execution of arbitrary code via __getitem__, which is IMHO a
too big side effect of completing (though IPython does
this). Recommend reject.

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Closing.  If you want a richer completion environment you can use IPython 
or rlcompleter2.