Guys, I found a solution^^.
At least the game starts now. Dunno if it works flawless throughout the whole game.

Instructions for Win7:
Download this program. Put it into a folder. Shift-Rightclick into that folder and launch a command console. Type this:
imagecfg -a 0x1 "C:\Program Files (x86)\Steam\steamapps\common\deus ex invisible war\System\DX2Main.exe"
Assuming your Steam is there. You will need the "" if the Path contains any whitespaces. The program writes into the .exe, setting a permanent affinity mask, so I dunno if this may cause troubles with steam, but I guess not since DX1 is modable too.
Anyway, Game starts now and menu works. Usage on own risk!