Some applications utilize ICMP to send their own data. Feel free to disable the "ICMP protocol message checking" in the IDS setup.
Generally speaking, I don't think you need to do anything unless this is very repetitive, ESS has you covered already. Also, you may want to read this: Intrusion d'un canal dissimulé dans un paquet ICMP détectée (ESET KB article in French) EDIT: Marcos beat me to it as usual.