IIRC - he mentioned that someone _else_ had a DEC machine, and actually used it as their dev box. The dev with the DEC box person developed the kernel panic code, aka the blue screen of death - and blue was chosen because that's the default screen colour when the DEC box is turned on. The idea was to reset the colour to the default before printing the kernel panic message.
So while DEC NT is sort of a footnote, it did have this pretty profound influence : )
This is a bit of a game of telephone - NT Alpha shipped after NT 3.1 (i386 & Mips) and the port was done almost entirely by DEC. The blue screen preceded the Alpha and was really based on the color scheme from the firmware on the Mips workstation which Microsoft built internally. And, of course, the legendary SlickEdit, which was one of the original editors available on Win32.
After NT 3.1, Microsoft assumed primary responsibility for NT Alpha, although there were also some great people at DECWest still involved.
source: me, I'm the 'someone _else_' who owned all the Alpha stuff at Microsoft.
So while DEC NT is sort of a footnote, it did have this pretty profound influence : )