I got this message recently after we were hit by a virus. The only way I could fix it was with a System Restore. Unfortunately, some of the systems did not have System Restore enabled. Another tech actually figured this out from this posting:
Basically, the virus wipes out the Base Filtering Engine service which disable the web filtering portion of ESET. The resolution is to clean off the virus and then restore this service using the utility provided by ESET.
– Soli Deo Gloria