Steam.exe (main exception): To run steam, you must first connect to the internet.

Hello,

One week ago i installed steam, and since then i haven't been able to launch it. When i do, it stucks at "Updating" for about 2-3 minutes, but then its cancelled and the error "Steam.exe (main exception): To run Steam, you must first connect to the Internet" appears.

I run Vista x64, but have also tried it on my other computer which runs XP, and the same error occurs.

I have tried to:
*Run the application as an administrator.
*Turn off the Windows Firewall/Defender.
*Disable AVG Antivirus.
*Restart router.
*Check that the right ports in the router configuration are opened.
*Connect to the internet with both cable and wireless.
*Delete ClientRegistry.blob.

Worth to mention is that i've talked to several person who'se got the same ISP Subscription as me, but nobody has the same problem.
I have NOT tried to connect my computer directly without going through the router, because the router should not be the problem.

-Is this steam related?
-Any suggestions?

Thanks.