For those who is interested...
The EnableDefaultReply functionality works ok on Vista [tested on Ultimate]. Note: the same way as on XP you don't really need to reboot or logoff to get that registry entry change in affect. The registry value gets read every time the MessageBox API is called.
There is also so-called Task Dialog API that is new to Vista. Nice and fancy thing but is there a way to intercept/suppress a task dialog system-wide? Looking for a registry entry or something similar to what's been done for MessageBox. Obviously, to answer that we need to go deep with a debugger and start somewhere around TaskDialogIndirect call. Will take some time to investigate this, I am sure.
Meanwhile I just wrote a watch-dog applicaiton that takes care of MessageBox amd TaskDialog windows in the system. Had some troubles to make it to work as a service (you know, all the services finally were moved from all applications to a separate Session 0 in Vista) but fixed that in a nice way.
Call me picky though but I still want to find a workaround (read: hackaround) to be able to suppress or, better, auto-reply the task dialogs by setting a registry flag.