I know this doesn't solve your immediate issue, but thankfully 2012 is much better in this regard. It uses the Chakra engine which seems to do a much better job of understanding Ext. It's more robust all round.
That said, the reliance on object literals means there isn't actually that much autocomplete to provide. That is, until someone makes some TypeScript interface definitions
It does "work", but I'm not sure I'd say it works well in VS2010. Using your exact example with 4.1.0, the intellisense service starts falling over at about line 8,000. There is no autocomplete for anything defined after that point (which is the reason for this topic).
For example, type:
...and you'll get nothing (Ext.Msg isn't defined until line ~150,000).
On the other hand, if I use VS2012 and put ext-all-dev.js (highly recommended vs debug) in the new _references.js file, there is complete support for the whole library.
Not trying to be argumentative, but that's just the state of VS2010 with Ext JS.