Hello charky,
If you renewed your license before your expiration date, and kept your same username and password, your icon will remain orange for about 24 to 48 hours. If you received a new username and password, you will need to enter them into the program and run a manual update of the virus signature database for the new expiration date to take effect. In all of the instances, you are still being protected by your ESET software (even if your icon is orange for a short time after renewing).
Clearing your update cache will help as well. For instructions on how to clear your ESET's update cache, please visit the following link:
http://kb.eset.com/esetkb/index?page=content&id=SOLN98
Also, you will still receive all the latest virus signature database updates if you renew your license before the expiration date and your icon is in an orange state.