Microsoft has added the random-number generator that could have an NSA backdoor to Windows Vista

Από: Schneier on Security December 17, 2007

Microsoft has added the random-number generator Dual_EC-DRBG to Windows Vista, as part of SP1. Yes, this is the same RNG that could have an NSA backdoor.

It's not enabled by default, and my advice is to never enable it. Ever.

EDITED TO ADD (12/18): I should make this clear that the algorithm is available as a program call. It is not something that the user can enable or disable.

http://www.schneier.com/blog/archives/2007/12/dual_ec_drbg_ad.html
http://www.schneier.com/essay-198.html