"I think I found the solution for this problem. I hope this works for everyone else also.
So I installed the PC Studio 3.2 and also made a full live update for it. It could not find my SGH-U800b. After swapping the USB-slots on the computer I realized that it had some kind of device error. So I opened the windows 7 device manager and there it was Samsung Mobile Modem with exclamation mark. It could not find the drivers I just had installed. There was a quite simple way to remove this and make the whole program function. Right click and press "properties" -> "driver" -tab -> "update driver..." -> select the "Browse my computer for driver software" -option -> now locate the Samsung Pc studio folder and select that exact folder, if you scan the whole computer it can't find the drivers!!! And now this should remove the exclamation mark and now you can connect to the phone. I also have the Windows XP (sp 3) compatibility mode on. But I'm not sure if it's necessary.
Hope this works for you guys!"