<p>Is there a way to make OpenGL transform a general vector I give it with the current modelview matrix and get the result back?</p>

<p>The obvious way is to query the modelview matrix and do the multiplication myself but 
I am almost sure there should be a way to make OpenGL do this for me.</p>

You are right, you have to get the modelview matrix and transform the vector yourself.
For a confirm, see
this link
at paragraph 9.120.