Let's start with two questions:
(1) What is the make and model of your PC?
(2) Are you currently using Intel AMT for remote management of your PC?
The SOL and Intel MEI components are needed for using the manageability features of Intel AMT. The good news is that you probably have Windows 7 updates available for your PC...they should be posted on your OEM's download page for your PC.
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If you are not using the Intel ME interface and the Serial Over LAN (SOL) feature of Intel AMT, then I think you can safely ignore the warning and upgrade to Windows 7. You might see a missing driver if Windows 7 can't find one for your make and model. If the driver isn't included in Windows 7 for your board then you will need to know the make and model of your board so you can go to the OEM website and download the correct driver. If you open up your PC you should see a label with the OEM name, make, and model printed somewhere on the motherboard.