I've been profiling some SSE instructions on our target hardware, and have stumbled into the FTZ and DAZ flags. Turning on the FTZ flag greatly increases speed, and turning on DAZ increases it a bit more (for that first instruction that gets denormal input).
This site is awesome, http://software.intel.com/en-us/articles/x87-and-sse-floating-point-assists-in-ia-32-flush-to-zero-f..., and it notes that the DAZ flag was not supported on earlier hardware. There's even a link to a document that tells me how to check for DAZ support. Because of curiosity, I have to ask the question: what happens if you try to set the DAZ bit on hardware that doesn't support it? Did the MXCSR register change? Was it an unused bit and setting it is just inaffective?