Classic. I read some posts on the W7 beta newsgroups of problems with Kapersky. So others there have dumped it too.

W7 has a bi-directional firewall built-in but outbound detection is disabled by default (at least in the beta). Here is some background:

Security: Managing the Windows Vista Firewall

Particularly the section:

"How Much Security Can Outbound Filtering Provide?"

This is a reason I only run the AV/AS product from ESET, not their suite.