Yes and no. like my hd-4870's it only supports dx10, aka Vista. I am running windows xp-pro that is limited to dx9.0c. There are windows 7 drivers for the gts 250 that support dx11. What happens is dx11 games just run with the extra dx11 features disabled. On a slower 250 that is actually a good thing. It will just run the games in either dx9.0c mode, or dx10. dx10 is poorly supported so most games are either dx9.0c or dx11. basically most games will run in dx9.0c mode.
Yes, agree with need4speeds above, since your card (GTS 250) is only support dx10 then you're limited with dx10 features only and not dx11.
For gaming only? or do you want to try eyefinity or 3d vision? something like that?