same thing has been happening to me. started when i installed avg internet security 2015. when had 2014 internet security everythign worked fine after i added rohan and gamegaurd to the exceptions list so doesnt block it. now even tho its added i still have to completly disable avg internet security AND avg firewall. even tho error says check firewall settings.. turning firewall off only doesnt allow connection. after it actualyl loads the game ( id/ pw screen ) i can turn all back on.. just have to disable to load gamegaurd.

this happend on 2 different computers. both with avg interenet security 2015 ( had 2014 previously on both ).
installed 2015 on this cpu about almost 2 months ago issue started immediatly. other cpu didnt update to 2015 until about 3 weeks later. durign that 3 weeks the 2nd cpu loaded fine as normal. ever since updated to 2015 i get the gaemgaurd error and only thig that fixes it is disable avg internet security AND avg firewall.

and yes before any1 asks i have checked alll settings on both computers and both are set to allow rohan and gamegaurd ( gamemon.des or wtvr it is ).