Women and Hollywood blogged recently about the recent conclusion to the Cannes Film Festival, where Poliss directed by Maiwenn won the jury prize (which is third place.) The film has been picked up Sundance Selects. None of the other films by female directors won any of the big prizes.
Other female winners:
Palme d'Or, short films: Cross (Maryna Vroda)
Actress: Kirsten Dunst (Melancholia, Denmark-Sweden-France-Germany)
See the full list of winners here: Cannes Winners: "Tree of Life" Takes the Palme d'Or