I decided to share my story here, because it's the Diablo 3 Beta that motivated me to fix my problem.

(one week)

#1 My computer start to do crazy things when I write messages. The web browser freeze and the icons on my desktop are blinking.
#2 I freak out, I reboot my computer, do a complete analysis with Avast and Spybot. Clean every cookies or temporary files.
#3 I start browsing the Internet, everything works until I want to write a comment on some random website and then see #1
#4 See #2
#5 I decide to download Ad-Aware pro (30 day trial) to add another level of security.
#6 Complete analysis again and nothing. My computer seems clean.
#7 I decide to change my keyboard. Everything seems to works, I can write on any website. (hardware was the problem)
#8 I want to watch Game of thrones s02 ep03, so I download it. My internet crash, I see the error "limited connectivity" (first time in 7 years)
#9 I reboot my computer and modem.
#10 My internet seems to work, I can go on any website. It's all good see #8
#11 #8 to 10 (at least 20 times)
#12 update my NIC drivers, call my Internet supplier, plug, unplug, etc...
#13 It seems that "limited connectivity" happens only when I try to P2P...
#14 I browse every forums I can, try 50 things, nothing works.
#15 I decide to restore my computer from 7 days.
#16 My "limited connectivity" is resolved when I want to P2P. (never found what was the problem, my only other option was to format)
#17 WOOT! I can download the Diablo 3 Beta!
#18 Stuck on updating setup files -_- are you fuc...
#19 I found this http://us.battle.net/d3/en/forum/topic/4496511126
#20 After a couple tries, my blizzard downloader finally works. And by the time I wrote this, the download is over!

(you can add a lot of swears on every numbers)

Moral of the story, computer problems can be a pain in the ass.

Have a good day!