1. OS is fine, with older OS win9x, winME you would have needed to manually set-up the brouser to use the web shield (though the web shield should have been running).
2. Run this utility to remove all traces of Kaspersky from the registry:
http://www.ice-kav.com/downloads/util/KAV_Registry_Clean.zipICE is a US distributor for Kaspersky.
Also read more about KAV Removal Tools
http://www.ice-kav.com/utilities.php3. It is often not possible to find out exactly why it doesn't start, commonly this can be a conflict with a remnant of a previous AV. Or it could simply be a hiccup in the installation and a clean reinstall may well resolve the problem.
If it doesn't then nothing has been lost as you would still have to find out if it is something wrong in your system.
However, if you are unwilling to do that (it's your system) I really don't know what to suggest.