Every time I hear a guy from Microsoft say "It's a native API" I cry a little inside. I get that maybe people might want to use this stuff from Native code, but yeh... this is a Vista-only API! Are we ever going to see a really big managed push from Microsoft, or is every new technology going to come as COM first, then slowly get rolled into some System. namespace in the second version?
Two examples of machine learning I'm most familiar with are in games.
One is "Black and White" in which you are a god, and you possess a creature which can be rewarded or punished when it performs actions, and thereby learns what kinds of actions it is and isn't allowed to perform.
A better one is the Creatures series of games. There's a free version of this you can download called "Creatures Docking Station". This simulates artificial creatures, possessing both a simulated brain and simulated genetics. The creatures are capable of learning from their experiences, e.g. food gets rid of hunger, sleep cures tiredness, a good way to not feel crowded is the move away from other creatures, etc. A very interesting phenomena is that there's a machine which teaches them vocabulary, but has the side effect of making them very happy. If left unchecked, an entire population can end up addicted to the machine, using it over and over again. And the problem is they tell each other that the machine cures sadness.
So yes, machines can definatly learn. The difficultly is in making a system that learns successfully. It's very possible that a machine will learn stupid things from the user if the user does stupid things.