On just about every install, I've come across the SharePoint Health Analyzer indicating "Missing Server Side Dependencies" - this is a known problem in 2010 (I'm just repeating here for others and my own benefit when I get the question from a client).
Go to Central Administration > General Application Settings > Farm Search Administration
Click on the Search Service Application to open it (not the Proxy link)
Note: if the Search Service hasn't been set up, it must be before you can do this.
Once opened, close the browser window and run (from Runr or the Command line: IISReset -noforce
Open Central Administration, click on the Health Analyzer link, view the "Missing Dependencies..." message and click the link to Rerun health - problem should be corrected.