Problem Definition:
SonicWall support has found an issue where as shown in the screenshot below when connecting from a Windows 7 machine

[Screenshot 1: Connect Tunnel error on Windows 7 machine]
Resolution or Workaround:
This problem has been observed on Windows 7 machine that has Kaspersky Antivirus version 6.x installed. To workaround the issue we need to add "ngvpnmgr.exe" service in the Trusted Zone as listed below:
1) Goto Kaspersky Antivirus Settings page:
[Screenshot 2: Kaspersky Antivirus Settings page]
2) Select Trusted Zone and then under Trusted applications tab select Add
[Screesnhot 3: Trusted Zone configuration page]
3) Browse to "C:Windowssystem32ngvpnmgr.exe" and allow all Actions
[Screenshot 4: Allow all actions for ngvpnmgr.exe]
5) Save the changes and now Connect Tunnel client should connect fine.