ENGAGED. STEVE WYATT, 39, Texas oil heir; and CATE MAGENNIS, 32, Virginia secretary of economic development. The couple are best known for their previous relationships: Wyatt for his friendship with the Duchess of York, which contributed to the collapse of her marriage to Prince Andrew; Magennis for her dates with socially active Senators Ted Kennedy, Chris Dodd and John Warner, and Virginia Governor Doug Wilder.