Have you removed every last trace of Kaspersky? That could be a problem, as this sort of program doesn't give up without a fight!
GCM Telefonica might be taking time to connect - try ticking the "load startup items" and unticking CMC - perhaps it's set up to auto start itself.
You might try this - when you start up, and the computer is sitting doing nothing, press Control - Alt and Del all together.
This brings up the program manager, and if you click on Applications, you can see if anything is running, such as GMC. Click on Processes to see the same sort of thing, although the info isn't a lot of use - many programs are run under a svchost heading.
Don't stop anything unless you're very sure you don't want it.
Good luck!