I just realised today that I can't change my MAC address in Windows either. I can change in Linux but as soon as I booted into Windows it reverts back to a particular address, which I wasn't happy about.
The driver version was 126.96.36.199 from Sept 25 2008.
I reverted to the driver recommended for my (HP) laptop and I can now change MAC address in Windows using the command-line 'Macshift' program. There's still no option under the 'Configure > Advanced' section of the adapater properties (it seems like Intel really don't want you changing the MAC address?).
Anyway, the info you might need, the 'uncrippled' driver version I'm using is 10.5.1.57 from Jul 2 2006.
Perhaps going to your laptop vendor's support page might direct you to the best driver version.