CPU or GPU vertex program/shader?

According to the developer.nvidia.com FAQs, the NV1X hardware doesn’t support vertex shader in Direct3D, even vertex shader version 1.0
I have a Geforce MX 400 (NV11), The GL_NV_vertex_program, GL_NV_vertex_program_1_1, GL_ARB_vertex_program, GL_ARB_vertex_shader, GL_ARB_shading_language_100, GL_ARB_shader_object are supported. That means I can write vertex shader v1.1 in OpenGL. Why DirectX can’t use it? Is the vertex program/shader in OpenGL runing on CPU?

It does run on the CPU…