I guess I got the solution for this..
It's Kaspersky Internet Security 2009
. Even though it was deactivated and closed, it seemed to be run in the background.
I upgraded to Kaspersky Internet Security 2010
(lucky that you can use the same license code) and now I can play.
Maybe you can stick this anywhere to show people with that problem that the reason for this is Kaspersky IS 2009 and they should upgrade to 2010 or something or you maybe find another solution to avoid this problem with that program version.
You can get Kaspersky Internet Security 2010 from here
if you already got a license.