Gamasutra.com: Report: No DirectX 10 For Windows XP.
That news team is really on the ball. I'm not aware of this being either news nor it actually being any sort of secret. Muppets [lol].
This (or similar) has appeared in the DXSDK Readme since mid December:
Samples and applications built with the Direct3D 10 Technology Preview in the April 2006 DirectX SDK require the Windows Vista February 2006 CTP to run. The Windows Vista February 2006 CTP is available to MSDN subscribers.