This is an area that i've had personal experience with. Just this week, a friend and I, came up with the name for a website we wanted to register. We tried two sites to check for the domains availability Register.com and GoDaddy.
The name was available, but we didn't jump to register it; we weren't ready. The following morning I went back to check on the name again just on a whim. It was gone.
On doing a WHOIS search, it turns out that the name was registered within minutes of our original searches, and of course, that just seemed preposterous.
Interestingly enough, there was an article this week on the very same thing. Monkey Bites a WIRED weblog by Michael Calore talked about a Slashdot user, experimenting with GoDaddy.The user searched for and selected a domain name & then removed it from his shopping cart. The following day the domain name was gone and only available on backorder for a higher price.
Even though the coincidence of having used GoDaddy is noted. It turns out that it could happen using any domain registering site. When you search for the availability of a domain, a search request is sent out to all the domain registering sites, and unfortunately, there are unscrupulous sites that will use it as an opportunity to make a profit on your head. They snatch up the domain name and can then charge you more to repurchase it, if you decide that you absolutely must have that name.
This phenomenon is not new of course, and is a ruse as old as the internet. What it means is that you don't do a domain name search until you are ABSOLUTELY ready to purchase the name, because unfortunately there are no remedies when someone steals the idea for your domain name.