Most common for me, fixing a family members computer.
Bought a new online game, and he couldn't get it to work, no matter what he did it refused to login, sometimes not even letting him get to the login screen, it would just freeze.
Went round, started the game and he was correct, only odd thing was a tiny flicker in the bottom corner. Alt-tab out, nothing.
Started the game again in windowed mode. as soon as it started up his Bullshit (sorry bullguard) firewall was kicking in and blocking the connection. And being the wonder that is bullguard, it appeared for a whole 3 seconds before closing itself so you couldn't whitelist it.
Had to restart the game again and use ninja reflexes to allow the connection.