how can I check whether Intel's AVX is enabled on my computer?

To enable or disable AVX instructions you can use this commands:

Enable AVX: bcdedit /set xsavedisable 0

Disable AVX: bcdedit /set xsavedisable 1

Open your command prompt and type it, then hit the enter button.

According to Microsoft this will only be supported under Windows 7 Service Pack 1 (slightly offtopic but factual) which is due out this month. I can't find any detail as to enabling/disabling it - I assume it'll be on by default and your code needs to be written to use it. Maybe somebody else will have some insight on this?