...as of build 7127, Windows 7 has had DX11 in the box. This was verified back in May. You can check for yourself by runnign the command dxdiag from a command prompt. Please don't confuse the version of DX your graphics card uses with what is installed in the OS.http://www.sevenforums.com/graphic-cards/10305-direct-x-11-a.html
If you are runnign Vista, there will be a downloadable update available in a couple weeks.