Windows 7 ...is there any risk of losing anything by running a disk check?

No, chkdsk is a standard MS disk checking utility. How ever when running any such utility you should always make a backupcopy of any important data files.
 
Actually there is a risk, I've seen it myself. It is very rare for a Check Disk to lose data, but it can happen if it finds an error and decides to correct it, but in the process it prunes data to make the correction. I've seen single files and even entire folders get pruned out as part of fixing a broken file system. Like Pat said, always back up your data first!
 
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