Yes, the source of the problem is Webroot for me.
I turned it off (did not uninstall, just use the 'Turn off protection' function) and Paint.NET is working flawlessly.
I send them a bug report because seemingly it does not blocks paint.net in any way (no sign of monitoring it's processes for example) so I cannot solve the problem simply using the Settings panel.
Thanks for your help, tox_head2001