The true "breakthrough" here would be if Microsoft made a voice recognition system that could run entirely on a device (no internet connection needed) and accurately understand speech without terabytes of training data or a local user training session. I can't tell from the article if this is what Microsoft is claiming.
Also, it appears that "Deep Neural Network" isn't the most common term of art here. DNN appears to be a synonym for "Deep Belief Network".[1] Can anyone confirm?
[1] http://www.scholarpedia.org/article/Deep_belief_networks
They basically are using a new (in the context of speech rec) technique that seems to improve accuracy by 16% relative on their test data (and using their code :-)). It's a really great result, but it doesn't change the basic nature of a state of the art speech recognizer at all -- you still need to train and adapt it -- and it still needs lots and lots of data.