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Are you having problems establishing a VPN connection with Cisco AnyConnect in combination with Kaspersky Internet Security 201x (similar to other Internet Security suites)?

Two error messages appear when trying to establish a connection:
1. Es konnte keine Verbindung aufgebaut werden / No connection could be established
2. Es ist nicht gestattet, eine VPN-Verbindung über einen lokalen Proxy aufzubauen / It is not permitted to establish a VPN connection using a local proxy

Reason: The integrated firewall of Kaspersky Internet Security 201x blocks VPN connection.

Solution: In Kaspersky Internet Security 2012, deactivate the "HTTPS 443" port from monitoring.

1. Open Kaspersky Security Suite

2. Click "Settings"

3. Select "Advanced Settings" tab

4. Select "Network" the list

5. "Monitor selected ports only" must be activated (point on right side)

6. Click "Select" (directly below)

7. Look for port "HTTPS 443" in the upper list

8. Uncheck the box for "HTTPS 443"

9. Click "Apply" (below)

10. Click "OK" (next to it)

11. Kaspersky Security Suite can be closed again.

Description of the solution is thanks to Marco Bächtle.