Well im not sure he would say that without qualifying, because it is possible in DirectX to do almost anything, including particles that rotate. You may however, need a different kind of system than the current one.

While setting special transforms for lots of particles will be slower than normal, it could be used for smaller amounts. If batched sprites were used this could be made faster however.

Also, if paticales could use sahders, then this could be accomplished in a shader.