Try googling the term "WinFX" - it's the new programming model for Vista, based upon the .NET FrameWork (will it be 2.0?). You can get the SDK
from here. And you might be interested in
this book. Have a read of
http://msdn.microsoft.com/windowsvista/about/ for more info.
However, from what I gather, Vista isn't actually built around .NET as previously believed. I guess because writing low-level device drivers in managed code isn't easy. I've also heard grumbles that Managed DirectX can be much slower than un-managed code, though I think the differences have been exagerated or not understood. However, my hunch is that not many games will be written in managed DirectX just yet... Sometime in the future, though, it will become inevitable, I think.