A new, more object-oriented GUI:
"The old graphical user interface was so crap users were starting to commit suicide... so we redesigned it. And the word "user-friendly" is getting so passe... I know! We'll use that word I heard a programmer use the other day which means absolutely jack-all in this context!"
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The new WIN32 API
"Our competition has gotten used to what our old Application Programming Interface was and now can actually *write applications which work on Windows without bugs*. DARN! We'd better invent a new one and screw everything up."
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Preemptive multitasking of Win32 applications
A modern method of efficiently allowing more than one application to run at once. Any modern OS will have this. Windows 95 onwards I believe
http://en.wikipedia.org/wiki/Computer_multitasking
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32-bit flat memory model
If this is part of a Windows marketing spiel, all this means is, "This will work with a PC".
http://en.wikipedia.org/wiki/Flat_memory_model
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Protected memory
A way to stop other applications from interfering with memory they don't own, and therefore stop most Blue Screens of Death from occurring. Any modern OS worth its salt will do this.
Windows only started doing this properly for home users from Windows XP onwards.
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Built-in networking support, including dial-up support
"Can connect to the Internet".
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New 32-bit driver model
Designed for PCs produced after 1985. Very broad usage of the word "new", as you can see.