Just experienced this problem as well. Customer was in two minds between Symantec and Kaspersky.
Whish I'd recommended Symantec now!!
It is quite simply a problem with the firewall settings, and 64 bit version of Windows 7.
Everything works fine on 32 bit clients.
I am unable to ping or RDP to 64 bit clients unless I switch the firewall off in the policy.
Kaspersky, this needs to be fixed ASAP. Currently it's not fit for purpose, and my client will be looking for a refund if I don't get it fixed first thing next week.