example

<html>
<head>
<title>testing</title>
<SCRIPT language="JavaScript" SRC="yourpathto/jquery-min-1-4-2.js"></SCRIPT>
</head>
<body>
<script>
function myOnChange(context,curNum){
      nextNum = curNum+1;
      $(context.parentNode).append('<input type="text" onchange="return myOnChange(this,'+nextNum+')" id="prefix_'+nextNum+'" />');
      $('#prefix_'+nextNum).focus();
      return false;
}
</script>
<div>
<input type="text" onchange="return myOnChange(this,1);" id="prefix_1"/>
</div>
</body>
</html>