I also have the same problem. Tried everything mentioned in the steam discussion about the same thing. Nothing worked. Would be good to get a solution.
---------- Post added at 10:09 ---------- Previous post was at 09:05 ----------
UPDATE: I completely uninstalled Zone alarm and now it's working. I hate not running a firewall so I'll maybe try with comodo.
---------- Post added at 10:54 ---------- Previous post was at 10:09 ----------
UPDATE 2: Runs ok for me using Comodo Firewall.