Sometimes my kaspersky Internet Security blocks this attack.
What is this and how can I prevent/solve it for ever?
The vulnerability exploited by "SQL Slammer" (named Helkern by Kaspersky) was fixed 8 years ago (!).
It is normal, that any computer connected to the internet, receives a lot of packets that probe for or contain exploits. They are no risk unless a vulnerable software is running on your computer and listening for packets from the Internet.
Unfortunately some security products try to make themselves appear important by showing warnings in these cases. So if you don't have MS SQL server installed, you should configure your security product to only display warnings for real threats.