I think I found "my" problem. I don't know if other will solve this issue the same.
It turns out that a certain .AVI file rendered from Cineform Studio will not work in a network render, onl yin the stand alone AE software.
I rendered that .AVI out from AE as a .AVI and now I don't get the error. So apparently, the Cineform format won't work on a network render.
By the way, that might be a really good feature request!