Wops, I have more info regarding what happened.
For security reasons I have the wp-config.php file outside the WP directory. When WP can't find wp-config.php, looks for it one directory above. (It's a feature of WP)
Upon activation of Better WP Security and checking the options the plugin created a blank wp-config.php inside the WP directory. As WP could then find the new wp-config.php first, but were no database options, the site stopped working. After removal of the blank file, everything went back to normal.
The plugin should check for wp-config.php and not create the file in any case.