Paolo,

See my other post on this topic:

http://blogs.sas.com/sasdummy/index.php?/archives/128-SAS-9.2-and-SAS-Enterprise-Guide-4.2-on-Windows-7.html

It's not a definitive statement of support, but it might be of help.

Official support for Win7 is coming from SAS early in 2010.

Chris