Lion is listed, just not in number form..
It also depends on when the message comes up. With mine, I found that my disks were dirty. Once cleaned it all seemed to go well. You should also check your settings for both systems to make sure nothing is interrupting the transfer such as screensavers, energy saver programs, firewall, virus scanners or any programs that automatically check for updates and startup at Login (check Login items in System Preferences->Accounts (Growl and Itunes helper don't seem to bother anything) on the mac and Startup items on Win machine)