Even before I worked there, I could tell you that there ain't no Java in Windows.
Windows is written in C and assembly -- all versions of Windows.
There is some non-OS code, such as the Java Virtual Machine, that comes with some Java runtime code, but even the Java Virtual Machine is written in C. (I'm sure some versions are written in C++, but certainly not Java).
Windows was programmed initially in C, and still has a decidely C-centric design. Pick up Programming Windows by Charles Petzold, and you'll see what I mean. All any of the C++ languages do is put a wrapper around the C-style callback handling that Windows is designed to use and automate some "ease-of-design" procedures.
About the only thing I could see MS using C++ for is some of the more recent ideas, such as COM. I am reasonably certain that the internal code for the COM runtime is in C as well, however.
As to what MS develops in... yes, Visual C++ is used. However, in most cases the compiler itself is used from the Command Line, along with other build tools. Various developers within the company use different IDEs, as they want to. A few coworkers during my internship even were using vi.
Java and Visual/QuickBasic, despite the MS bashing that goes on, are not used for speed concerns, beyond any other considerations -- and certainly Windows wouldn't be written in Java -- Windows's basic kernel design has been around far longer than Java! C and ASM are used due to widest compatibility. As is pointed out in Box's Effective COM -- if you can do call something in C and in Assembly, you can create the functionality for any language. For this reason, even DirectX provides strictly C interfaces. (take a look at the functions some time -- it is clear that if there is a "class" behind the functions, there's a good job done hiding it).
So, no Virginia, there is no Java in Windows.