Microsoft made its formal announcement about adding WPA2 support to Windows XP SP2: We had this story on May 2 because the software was already available for download; I don't know why Microsoft made a big press splash yesterday.
Footnoted in this article is that you can only get WPA2 support within XP SP2 and Windows CE might also get it, but no promises. Microsoft has done a truly terrible job of offering WPA and 802.1X to platforms other than XP. I understand that you can't support a platform forever, but even Windows 2000 has been left out of the parade, not to mention 98 and NT. Where basic security issues are at stake, it's not a major engineering marvel to just release unsupported backwards compatible software.
It's been left to third parties to pick up the slack; some have released free tools for other platforms and others charge a small fee (about $40) for full 802.1X and WPA support.