I uninstalled PC Tools Firewall Plus, and since then it hasn't happened again. So I guess it was a bug in the firewall. Yes ofcourse I tried just disabling the firewall, but that didn't help. So guys, stay away from PC Tools Firewall Plus.
I've been using Kerio Personal Firewall for years without any trouble, so I guess I'll wait for a Windows 7 version. There is actually a Windows 7 version included in a beta release of Vipre (by Sunbelt, which is the company who bought Kerio and renamed it to Sunbelt Personal Firewall). I'm gonna install that in a few days to try it out.