I think you've done a nice job. Looks good and seems easy to use and was quick to load.
Its trying to run an add-on I don't use MSXML 5.0 which may or may not be an issue for you. I never download add-ons just because a site wants to use them.
From a user point of view, I'd have two columns of names and try to get more on a page. I searched under 'E' and it returned 168 pages! I'd also like to see the most popular 10 names by year, by location etc .. which would make for good Press Releases, link bait etc.
Whilst you've got some copy on the home page, I'd suggest you get your keywords in a H1 or H2 tag.
You're on page two for 'baby names' which is ok, just need more links.
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