Very welcomed functionality!
Here's some css tweaks I've used that might come in handy...
If you wish to 'neaten up' the size of the page selection field, centre the text within the field, and correct the horizontal alignment, you can paste/adjust this css info in your custom 'global css' area:
.ProductListPagingCurrentPageBox {width:3em; font-size:11px; position:relative; top:-2px;text-align:center;}
.CategoryPageNavigation td { color:333333;font-size:10px;background-color:none;padding:0px 5px 0px 5px;text-align:left;background-image:url(''); }
I also agree that having to hit the 'enter' button to trigger the 'go to a particular page' needs a little tweak from a usability perspective. (Another idea might be to make the field a drop-down box... customer chooses the page from the drop-down which automatically triggers the 'submit')
Cheers