I've seen this has been reported sometime ago, but seems to be happening again.
Using the latest vpsetup.exe from NCH, with Kaspersky Internet Security V11.0.2.556 and latest database (23/05/2011 10:45:00) it gets picked up as a generic trojan. I'm sure this isn't the case, but as it then deletes various files I'm left not able to use it.
Is this a known issue with a solution, or something you need to get in touch with Kaspersky about?
Kev