Do you run a personal firewall on your PC? I recommend Sunbelt and there is an article about it
here if you want to see what it's like. I use it, AVG Antivirus, and Super AntiySpyware but I'm what you might call "Security Conscious". You may want to consider downloading something like
AVG Antivirus and running it one time just to see if there is something ESET is missing. It's not impossible for different AV programs to miss different things.