And I suppose it's the same for trying to port to the PS3? (Is it???)
Of course.
Wait... What about the XBox 360? I read somewhere that runs on DirectX, so shouldn't that work??
Being both from Microsoft, they share a software architecture based on a similar foundation, but then again PC's and the Xbox 360 have different hardware and therefore are not compatible if the developer didn't design a multiplatform product in the first place (the Xbox 360 uses a custom built PowerPC, not the x86). Take a look at XNA engines if you want to develop on the Xbox 360 and on PC's.