I have not been able to get the remote uninstall feature to work, and that is when all the WMI tests are passing. I have only tested it on an XP machine however, and we use kaspersky here as well, but not the firewall component. I did not receive any error messages that the uninstall failed. That feature has been very important to me so I have not said anything before. Sorry I am not any real help on this issue.
I do know that to get the WMI scanning to work I applied these firewall rules, not all of them are specific to lansweeper but I believe that last 3 or 4 are.
netsh firewall set service REMOTEDESKTOP ENABLE ALL
netsh firewall set service FILEANDPRINT ENABLE ALL
netsh firewall set service RemoteAdmin enable
call netsh firewall add portopening protocol=tcp port=135 name=DCOM_TCP135
call netsh firewall add allowedprogram program=%windir%\system32\wbem\unsecapp.exe name=WMI
call netsh firewall add allowedprogram program=%windir%\system32\dllhost.exe name=Dllhost