Welcome to Microsoft Windows 7 Answers Forum!
I researched about the compatibility for this game for Windows 7.
http://www.microsoft.com/windows/co...rch.aspx?type=Software&s=Pro evolution soccer
As you were able to play this game in the Windows XP so it could be a DirectX compatibility issue as well.
As this game supports DirectX 9, Windows 7's version for DirectX is 11.
Since this game is not compatible with Windows 7 you can try playing this game in the Windows XP compatibilty mode.
Follow the steps below to play this game in Windows XP Compatibilty mode:
1. Right click on the icon of the game.
2. Go to properties.
3. Click on Compatibility mode.
4. Place a check mark the box in the box in front of “Run this program in compatibilty mode for” and from the drop down menu choose Windows XP SP2.
5. On the same window under "Privilege level" place a check mark in front of "Run this program as an Administrator" and click on Apply and then Ok.
6. Now try playing this game again.
Refer the following document for addtional help about the compatibility.
http://windows.microsoft.com/en-us/windows7/products/features/windows-xp-mode
Th The document below explains the install and use of Windows XP mode in Windiows 7
http://windows.microsoft.com/en-us/windows7/install-and-use-windows-xp-mode-in-windows-7
Hope it helps.