Haddock,
Hmmm... Good point. I did not read the fine print. Protected mode x86 only means 286 mode, or support for Windows 3.x apps (like the installers). This is what Microsoft could have implemented. Now that Intel is on board and it will be the standard, it may possibly come in future releases.
No real and virtual 8086 - I guess that means no support for DOS programs.
Intel does not seem to be supporting these either. It says explicitly in the document that virtual 8086 is not suported. I am not 100% sure it implies that real mode is not suported either, but I doubt it is. (Intel document 30083401.pdf - I don't have the link handy).
Joe