When you have Windows 7 32Bit, you only need to install it the common way and set the comapility mode to "Windows Vista SP2".
But when you have Windows 7 64Bit you need to force the application to run in 32Bit mode.
For this you need to do the following steps.
1.) Download the Windows 7 SDK Installer:
3.) Open a Windows Shell as Admin ([Start] -> execute -> cmd.exe (rightclick - execute as administrator)) and open a Windows Explorer Window (Windows + E).
Now go in the Windows Explorer to the Location C:\Program Files\Microsoft SDKs\Windows\v7.0\Bin and draw the CorFlags.exe into the Windows Shell.
Add a space after the line and go to the Dokan SSHFS directory (C:\Program Files (x86)\Dokan\DokanSSHFS) and draw it on the same DOS Box.
Add the following command " /32BIT+" and your DOS Box should now look like the following:
C:\Windows\system32>"C:\Program Files\Microsoft SDKs\Windows\v7.0\Bin\CorFlags.exe" "C:\Program Files (x86)\Dokan\DokanSSHFS\DokanSSHFS.exe" /32BIT+
When you now press enter the SDK change the Core Flags that this Application run in 32Bit Mode.
Now you can start Dokan SSHFS also under Windows 7 without any Problems.
This little trick will also worked for other Applications and Tools, so it is a good Idea to keep the SDK installed when you have Problems with other Applications or Games.