Some new viruses have the ability to prevent kaspersky from starting, and from ever being installed.
The solution is simple go to the kaspersky installation directory (usually C:\Program Files\Kaspersky Lab\Kaspersky Anti-Virus 2009)
Find AVP.exe (not avp.com) and rename it to anything else, for example avpx.exe
start it! now it should work and take care of the virus preventing it’s start, if it didn’t find the virus quickly update it and perform a full scan.
If kaspersky still can’t be started, reinstall it, or just buy another antivirus.