By default Heartbeat Failure monitor for clients computers is not enabled on SCOM 2007 R2.
To enable it you should override the Health Service Heartbeat Failure monitor from Health Service Watcher (Agent) Monitor and set the Generates Alert parameter to True.
You can do that if you open SCCM 2007 R2 console, go to Authoring, choose Health Service Watcher (Agent) on right pane, right click on Health Service HeartBeat Failure and choose Overrides Summary.
Select the line and click Edit:
This modification will allow, except from Servers, to receive Heartbeat Failure alerts from Clients computers.