It's just a DX error, I think. Or an error with my graphics driver, but it's not that important. Mass Effect 2 runs perfectly now, so Im glad.
I had this error with ME3 once, back then the issue was solved, when I installed DX once again and downgraded my graphics driver. I hope, it's that simple, if not, ME3 will be played with Windows 8.1, where it works just fine.
Even if it doesn't work, I am able to play it, if I install it on my secondary system. I just have to change the graphics card from the HD3870X2 to the GTX480, i order to enjoy the game with the highest graphics settings.