Error "AES functions not available" on Windows

When you've just installed the client and want to get started, but are faced with this error:

There are two things that can be preventing the client from running;

• Commonly used package "Microsoft Visual C++ 2008 Redistributable Package (x86)" is missing from your computer. You can download and install it here.
• The installation didn't complete properly, possibly due to an security program preventing those two .dll files from being copied. Pause or add an exception to your security program.