The IBM website lists the following versions as for the system requirements:
"Windows 2000, Windows 2003, Windows XP Professional"
However, the release notes of 8.2 include the following note:
"CQ2931
Installing on your Windows Vista operating system
If you are installing the WebSphere Transformation Extender products on your Windows Vista operating system, do not specify c:\Program Files in your target installation location because of compatibility issues."
So I guess it's supported, but the website isn't up-to-date.