Serious problem with Panda Internet Security

I would appreciate anyone's help in resolving the following issue:since I installed PIS 2008 on Monday last week, every time my PC starts up or PIS performs a self-diagnosis, I get a message "low level of protection - We advise you to enable script blocking protection...". I choose "enable" but nothing changes, although I can see that "block the execution of script files" is checked at the settings of the programme. I had an exchange of e-mails with their support and I was advised to edit the registry. I did, according to their instructions but the problem remains unsolved. I tried several times to uninstall / re-install the application (using the program's uninstaller, the Windows uninstaller and the executable available at their website) but to no avail. Also, when I try to use a diagnostics program (from Panda) Windows hang and I have to reboot. The bottomline is that the protection level of my computer remains low and, as I use internet all the time (professionally), I think this is very dangerous. Any ideas?
Thanks in advance...

 

Chaslang, thanks for the reply. I have no other antivirus software / firewall installed (only Ad-Aware SE personal). Also, I have never installed other AV software on this system in the past (only older versions of the Panda software). I do not know about a refund, but their attitude is really annoying and unprofessional...

 

Chaslang,
Thanks again for your reply.
FYI (and in case others face the same problem), Panda support suggested that I uninstall System Mechanic 7. This was not actually necessary, but the problem was indeed created by the use of Sytsem Mechanic 7: it had identified certain registry keys (related to scripts) as "vulnerabililities". I had allowed it to fix them, but by choosing "undo" on the correction of these vulnerabilities, PIS 2008 seems to work fine.