I find this happens as well, but not all the time. I suppose the first of the following settings controls this, but I'm reluctant to disable it.
[code] // When enabled, pressing tab will insert the best matching completion.
// When disabled, tab will only trigger snippets or insert a tab.
// Shift+tab can be used to insert an explicit tab when tab_completion is
// Enable auto complete to be triggered automatically when typing.
The comment states that Shift-Tab should ignore the completion, although I tend to press Space, then Tab - as the extra space doesn't concern me too much.
Added: Although, as stated (just now) by COD312, it might be a plugin that's responsible.