AX2009 is FULLY supported on Windows 2008 R2. The reason this message is displayed is because the logic behind the message is deep within the kernel code, and changing it could cause problems elsewhere in the application.
For more information see the systems requirements page.
I also get this message.
What is strage to me is that the AOS service dont start and this is about the only error message in the log. Will this cause the service not to start?
Can start it manually....
This message shouldn't prevent the AOS from starting. I would guess you might have something else going on. If you can start it manually and this only occurs after a machine restart the SQL server many not be fully ready when the AOS tries to start. On windows 2008 or Windows 7 you can set the service to start Automatic (Delayed). That may help.