DirectX 10 is included on Vista, but seeing as how no games are DX10 capable yet, we wont know how DX10 really looks and performs until the games are out.
It goes to show that games will still run on Vista witout DX9. Each version of Direct X is merely a newer set of drivers for 3D rendering. The new games that will be coming out will require it will it doesn't prevent older games from running on a Vista machine. It's just that DX10 itself won't work on XP or any older version of Windows as a rule.
Maybe. I heard that DirectSound support will be dropped in Vista and they'll get replaced with OpenAL (Open Audio Library). DirectSound in Vista is not true/pure as it is emulated.
One of the main reasons why DX10 can't even be tested on an XP machine is that it is not available as a separate download to even see what would happen. Older versions of Windows as well do include one version which you would later download an update for as each new release came out.
The length of time between the 2001 release of XP and now Vista on 1/31/2007 has made for the wider gap and most compatibility problems between OSs with DX for 3D and sound alike. Creative Labs is the one who has dropped EAX support where you know have to look for the OpenAL. And to confirm that Vosta does come with DX10 included take a look when the dxdiag tool was run here.