As I see it, this means only that the full official testing is carried out on Server 2003. I can't conceive of any dependency differing among 64-bit Windows versions in the parts of MKL with which I am familiar (mainly BLAS). We use MKL 9.0 BLAS regularly on XP64 and Vista64. Commercial applications are built and run with MKL on all 64-bit Windows versions. It's so difficult to install 64-bit Windows other than Vista on certain current platforms, that Isuspect there is more testing with Vista on those platforms.
As to which Windows versions are fully tested, I would be surprised if a different version became primary. The paying market for MKL onthe other versions certainly isn't very big. When anyone submits a problem report or feature request on premier.intel.com, they are required to designate an OS; that may be the best evidence the developers haveof which Windows versions registered customers care about.
I understandthat the threading behavior of Vista could be different from the other Windows versions. MKL relies on the same OpenMP libraries provided with Intel compilers. Those surely must support Vista64 customers, and customer OpenMP problems must be investigated, even if it's too early to expect current versions to have been tested fully. If you check the C++ and Windows Fortran forums, you will see there is reported activity with these software tools on Vista64.
