See the included screenshots: uTorrent with Teredo IPv6 on Windows XP SP3 ... works!
Just install and start uTorrent.
Then, under Options -> Preferences ( -> General) click "Install IPv6/Teredo".
To check the IPv6 functionality, from http://www.sixxs.net/tools/tracker/catalog/ select an active download, for example FreeBSD 7.0-Release i386 CD1
1) you need (at least) SP3.
2) it should work on Windows Vista too. A Teredo is activated on Vista by default, I think you won't need to "Install IPv6/Teredo".