ESS reinstallation issue, Firewall not initialized

I reinstalled ESS and now I'm having problems with the firewall not being initialized. I tried using the ESET uninstaller (~500kb), and I also tried using the usual Uninstall on the ESET/ESET Smart Security shortcut, I also deleted the other remnants of the files inside %appdata%, the %appdata% of "All users" and inside Program files.

As per screenshot, running WinXP Pro SP3, ESS 4.2.64.12

Other modules that can't be seen on the screenshot:

SysInspector module: 1216 (20100517)
Self-defense support module: 1016 (20100404)
Real-time file system protection module: 1004 (20100727)

Please help me!