ESET Antivirus ? Are you sure ?
Maybe you mean ESET Smart Security ?
Or other kind of ESET product ?
Please provide correct ESET product name and version you are using.
Sounds likely @wcespedes is referring to ESET Smart Security product which includes firewall functionality.
This can definitely result in being 'locked out' of a remote machine. The remote machine is probably sitting there with a pop-up request to approve the (modified/installed) application. I know from experience this can be a very frustrating problem, especially when you are in another country and you block access to one of your own machines at home!
My advice would be to judiciously allow the HIPS firewall functions to self-approve certain application modifications, in this case, ESET itself.