I have done some more testing. I have now found that if I disable F-Secure and restart the laptop then I can connect to my Slingbox. I have afterwards disabled the F-secure services one by one. It seems to occur when the main (?) service "F-Secure Management Agent" is started.
The software versions is
F-Secure Client Security 9.00 build 851
F-Secure Anti-Virus 9.20 build 15450
F-Secure Automatic Update Agent 8.25 build 4183
F-Secure User Interface 9.20 build 6270
F-Secure Management Agent 8.20 build 40051
F-Secure Email Scanner 6.00 build 435
F-Secure DeepGuard 2.21 build 116
F-Secure Online Help 1.98 build 1030
F-Secure Customization CS/1.30.01
F-Secure Browsing Protection/SW 1.10 build 5861
F-Secure Browsing Protection/ES 1.10 build 1039
Does anyone have the same problem and/or know how to make it work? Is there settings in F-secure I can alter?