What I think is happening to the OP is they're typing a URL or part of a URL into the Location Bar and it's presenting a selection of previous sites containing the letters they're typing as a dropdown list and they're accidentally getting the wrong one selected.
I don't know if this is an option in other browsers but in Firefox (I'm currently using 3.6.3) go to the Firefox menu, scroll down to Preferences..., select it. From the Preferences window, select the Privacy tab, at the bottom there's a section titled Location Bar, next to When using the location bar, suggest:, there's a popdown menu and you can choose, History and Bookmarks, History, Bookmarks, or Nothing. Make your selection. If you don't want it to offer any suggestions, select Nothing. Close the Preferences window. Hope this helps.