Kaspersky could be picking this up as a False Postive. You may need to contact them to have this fixed up if thats the case.
If you have IE7 installed the Pop-up blocker will automatically be removed from SD as IE7 has its own pop-up blocker. With Cookie guard this has been combined with Site Guard. You can check this information if you click on the tool. There is a description in siteguard stating this.
Cheers,
Chippa
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