we got a response from Kaspersky Labs, and it looks like we found the problem.
Apparently one of the files involved in their licensing system (there are 2 - appinfo.kli and Kaspersky.key) was only meant to be a testing key, and not to be used with production keys. Would have been nice to know this.
So we have a replacement appinfo.kli file which should fix the problem. You can download it from the link below.http://www.wingate.com/downloads/appinfo.kli
it needs to replace the file of the same name which lives in Program files\WinGate\Plugins\Kaspersky AntiVirus 3.0\Bin
We will also need to release yet another update so other new installs don't suffer this problem.