If you get the source code for the Intel AMT DTK, yes, the latest version makes use of WinRM and if you compile on Windows XP you will get an error. You can get WinRM from Microsoft here. I will be releasing v0.40 of the DTK very soon (hopefully tomorrow) and added a compile time flag so you can compile without it. Also, a better readme.txt file will be included with instructions.
Ylian (Intel AMT Blog)