I've just received updates from Microsoft, and there were are number of security patches.

Now, no Office program will start, I can't open My Computer or other windows, Internet Explorer won't start!

However, if I turn-off the Proactive defence in Kaspersky, they all work fine.

I have updated Kaspersky now, but still get the same problem. Will a future K update fix this, so I can resume my proactive defense?

hello
try a reset: settings->service->reset and check everything related with the proactive defense.
you might have blocked something updated by mistake.

Also you should disable "integrity control"and see if it helps.