F-Secure Users Having issues playing some Telltale Games
If you, like me, use the F-Secure Anti-Virus/Network Security programs, you likely have issues running several Telltale games - Particularly The Walking Dead Season One and The Wolf Among Us.
F-Secure is a great program set. And one I fully recommend if you can afford the yearly fee. But it does pose some issues with some games, including telltales latest releases (and likely future releases too). And since you can not shut down F-Secure ever (Without going into Task Manager and end tasking everything... like 12 times... until they stay off) and turning real-time scan, firewall, and all that off has no effect, this can be a BIG issue. But, have no fear, it is easily fixed.
Just go into your settings for the Virus Scanner section, hit the link to exclude things, go to Objects, and set it to ignore ALL of your Telltale Game Folders. For instance, I install all my Telltale Games to my D drive in a folder called Telltale Games. So I have F-Secure exclude "D:\Telltale Games\" As well as "C:\Users\name\My Documents\Telltale Games\". This fixed the problem and now I can play with no issues at all. 
This may also be an issue with other virus scanners or firewalls too. So if you have an issue logging into your Telltale games, and don't have F-Secure, you might want to try this as well.
Note: I have not tried this with the Steam Versions. So you may need to find your folders for the games in Steam and have it exclude those specifically (or your whole Steam directory if you want) to get them to log in right on Steam. I also don't know if the My Documents folders are there with Steam or not or if Steam saves them to other locations.