If you use a proxy to access the Internet, your ESET security product must be configured to receive virus signature database updates through the proxy.

1. Open the main program window by clicking the ESET icon  next to the system clock or by clicking Start → All Programs → ESET → ESET Smart Security or ESET NOD32 Antivirus.
    
2. Press the F5 key to open the Advanced Setup window.
    
3. From the Advanced Setup tree on the left, click Update and then click the Advanced update setup... button.
   
   

   
   
   Fig. 1-1
   
   

4. Click the HTTP Proxy tab.
   

   

   
   NOTE: If your computer is already configured to use a proxy for regular web browsing (Start → Control Panel → Internet Options ), then leave the default setting of Use global proxy server settings selected.
    

5. Select the Connection through a proxy server option and enter the Proxy server and Port information (if a username/password is required, contact your system administrator).
   

   

   
   Important! Do not enter a complete URL string such as "http://proxy.address:port". Just enter "proxy.address" in the Proxy server field and the port number in the Port field.

   
   
   Fig. 1-2
   
   

6. Click OK to save any changes and click OK again to close the Advanced Setup window.
    
7. From the left main menu, click Update → Update virus signature database to verify that you are now receiving virus signature updates through the proxy.
   

Related:

Troubleshooting for "Virus signature database update failed" message

How do I set up a proxy server in ESET NOD32 for Linux Server?