Type ahead in Outlook 2002 contact field

When I compose a new message in Outlook, I like to use the type-ahead feature in the ‘To’ line that pops up names corresponding to the letters I’ve typed. In an Exchange environment, I can’t get this to work when using my contacts folder as the primary address book. It will only work with the names in the Global Address Book. How can I get it to work for something other than the GAB?