I also face this problem just after upgrade for SAV10 to SEP11 MR5.
But as bjohn had asked, why this issue happen just because we upgraded from SAV.
This may me because of the presence of the firewall which is
present in SEP. Try by installing only AV/AS and see any errors are appearing in
event viewer .
We just upgraded and we are encountering this same issue.
We also use WSUS and authenticaation to internet access.