Joe Haygood of the gaming blog Aeropause points to a quote in this month's PC Gamer preview of Bioshock for possibility of the game supporting "Live for Windows" and Achievements. Go to link for more info.
Updates:
Its possible that PC Gamer made a mistake as there is no "Live for Windows", only "Game for Windows"(supports general integration of the game into Vista such adding link to the game and its support to Games Explorer) and "Games for Windows Live"(supporting Achievements and centralized Multiplayer where applicable).