I've never seen this reported before.
Have you checked your firewall / anti-virus settings, if applicable?
Try verifying local files: in the Steam library, right click on the game and select Properties, switch to the Local Files tab and then click on the 'Verify Integrity of Game Cache...' button.
Try exiting the Steam client, and everything else non-essential, then start the game directly from the '..\SteamApps\common\divine_divinity\div.exe' executable. Maybe try starting it as administrator, or right click, select Properties and in the Compatibility tab set it to run in Win 98 mode, or something.
