Windows Vista and Windows Server 2008 users can now download DirectX 11 through Windows Update. Currently there is no separate download option for it so it has to be done directly via Windows Update. As soon as another option is available we will update the post.
The update is KB971512, which is being released as part of a larger Platform Update for Vista. Vista SP2 is the prerequisite, so if you aren’t already on SP2 you will need to update.
You can read more about the full update here: http://support.microsoft.com/default.aspx/kb/971644
