I solved the problem. The reason is a certain driver that Cisco's VPN client installed on your machine. It is called 'Deterministic Network Enhancer'. This driver is active even if you do not load the VPN client.
Luckily there is a solution around.
1. Start the VPN client
2. In the tray, right-click on the icon
3. Uncheck "Stateful Firewall (Always On)