If you have upgraded from Microsoft Windows Vista to Microsoft Windows 7 with an instance of ESET Smart Security running, you will likely experience a failure of the ESET Personal firewall. The Vista to Windows 7 upgrade process interferes with your Personal firewall's functionality; ESET recommends uninstalling ESET Smart Security before upgrading to Windows 7.
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Important! The above issue only affects computers that have been upgraded to Windows 7 from earlier versions of Windows. First-time installations and clean installations of Windows 7 are unaffected.
ESET NOD32 Antivirus 4.0 users are also unaffected.
But in the event you have already upgraded to Windows 7 and seen a "ESET Personal firewall initialization failed" error message similar to the one below in Fig. 1-1, you will need to uninstall your ESET security product and then reinstall it.

Fig. 1-1
- First, attempt a standard uninstallation and reinstallation of ESET Smart Security. This is the simplest solution and will work in most situations.
- If, after you complete the reinstallation and restart your computer, you see another "ESET Personal firewall initialization failed" message, you will need to perform a manual uninstall of ESET Smart Security.

NOTE: Please pay special attention to the note at the bottom of the above article relating to Windows 7 network connectivity issues following a manual uninstallation using the ESET Uninstaller Tool.
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After the ESET Uninstaller Tool has removed all the damaged files during the manual uninstallation, you can then reinstall ESET Smart Security again. ESET Smart Security's Personal firewall will now behave normally.
Related:
The 'ESET Personal firewall initialization failed' message is displayed, what should I do? (4.0)
How do I safely upgrade from Windows Vista to Windows 7 with ESET Smart Security installed?