We have made a number of improvements in Winsock for Windows Vista.  Recently we have detailed a few of these on our team blog:

"Introduction to WSK" - a new kernel mode socket API: http://blogs.msdn.com/wndp/archive/2006/02/24/538746.aspx

"Winsock and Vista User Account Control": http://blogs.msdn.com/wndp/archive/2006/02/22/537082.aspx

"Categorizing LSPs and Applications"

http://blogs.msdn.com/wndp/archive/2006/02/09/529031.aspx