@ Brave01Heart,
If I am correct DEP (Data Execution Prevention) is one of the features Microsoft were planning to introduce in Longhorn. Essentially it makes use of the NX (No-Execute) Instruction. This allows the OS to mark certain blocks of memory as containing data and not executable code. This will effectively make it impossible to exploit the lack of bounds-checking on server applications in order to gain control of a system (the most common vulnerability).
My CPU is an Intel 2.40C Ghz 800Mhz P4 and I find it pretty strange that the most famous and most used CPU around, does not support DEP.
Currently only AMD's AMD64 has support for the NX instruction. Of course this is probably about to change in the near future. Support for new proccessor features is often present in the Operating System long before they become popular.