First I've heard of it. I run it on XP without any problems. Well it's a bit slow since my machine is ancient, but it runs on XP just fine - by which I mean it doesn't appear to require DX10.
I don't know why they say you need a DX10-compatible video card then. That's strange. It was the only thing stopping me from getting it.
Huh, yeah GOG do say that don't they?
Doing some more searching, apparently it DOES require a DX10 compatible graphics card, so it must install DX10 as part of its installation (so you definitely won't have to hunt for and install a dodgy version of DX10 yourself, I never had to). I know for certain that I have XP and that I have run this with my machine.
Also make sure your graphics card is DX10 compatible, and won't have issues, as others have had graphics-related problems. This forum may help: http://forums.abbeygames.com/viewforum.php?f=18&sid=d7fa0c72c87b7422541a6ab6bab570fa
I'd always gone on the assumption that XP couldn't handle DX10 at all, so didn't really think about it until I looked it up... ;)