onchangeevent won't get called when the input is changed and
ENTERis hit. Apparently IE6 doesn't think it needs to.
This bug doesn't happen in Firefox, nor it happens if you're trying to use onblur. Try it:
<form onsubmit="alert('submit')">Update: I apologize for not posting a workaround. You can add an event which forces the input to blur (without having to explicitly define which input):
<input onchange="alert('change')" onblur="alert('blur')" />