Hey guys,
Sorry for the late response, we were quite busy over the last weeks..
Finally found time to take a look at that problem again.
First, the replace lu.dll file didn't work. An error popped up, saying that there is no kernel64.dll on the system. I checked on my PC's (Windows 7) and there isn't either. Nervertheless, LU.exe managed to open up - but a click on an existing game started the singleplayer mode. Heyo!
I've tried some other thing.. Compatibility modes (again), moved the whole thing to other locations (C:\.. also just the "Documents" folder..), I played with all the permissions you can assign to the folders, granted a full access to everyone on the PC to the GTA folders.. Problem still remaining. I don't get it..
Ahja, I also tried deactivating Firewall and UAC again.. No results.