So, since you have a company that actually supports their products by upgrading their drivers, you didn't upgrade? Have you even tried to install it? If not, then perhaps you're slightly naive- just looking at one sony notebook (the picturebook), almost 100% of those drivers come with standard windows versions, and sony has updated versions of the drivers to support their "proprietary" features. Considering that a memory stick drive and jog dial aren't exactly standard features, I wouldn't expect them to come with native drivers in XP since Microsoft doesn't write drivers for those, sony does.
What you see on the Sony support page is no different than Logitech not including the Mouseware software in either Windows or Mac OS, or, in the case of something like the video driver, OS X/XP providing basic CD authoring and burning support over something like Toast. It's Microsoft's job to provide functionality, it's sony's job to enable the features of their notebooks.
My original comment was an answer to someone asking about driver incompatibility between Win2K and XP. It is good that Sony supports the upgrade but the process (if you look) is quite onerous. The computer is supposed to help me do work and save time, not me waste time to help it do work.
But thanks for reminding me and pointing out another reason why OS X for x86 is nonsense. PCs are all different and most have proprietary parts piled atop all kinds of different "guts". Getting an OS that will work with all of them is a challenge that Microsoft is still unable to master. Also, in reference to this example, the Sony notebook won't boot with non-Sony optical drives so upgrading is a painful experience. Likewise, common device drivers failed out of the box! These problems aren't Microsoft's fault but it exemplifies life in the world of Peecee. Part of the beauty of Apple is everything DOES work without tinkering. To upgrade to OS X all I had to do was slip in a CD.