notification issue

Hi,
this video http://www.mediafire.com/?7bhc6277njh6o14 shows that when a notification is provoked, it had disappeared when eset main window closed.
This issue wasn't in previous versions of the product.
Many Thanks.

ESET Smart Security 5.0.95.0

OS: Windows 7 Ultimate (32 bit), Service Pack 1

ESET installed components:
Virus signature database: 6917 (20120226)
Update module: 1037 (20110921)
Antivirus and antispyware scanner module: 1342 (20120220)
Advanced heuristics module: 1121 (2011120
Archive support module: 1140 (20120210)
Cleaner module: 1053 (20120120)
Anti-Stealth support module: 1026 (2011062
Personal firewall module: 1073 (20111221)
Antispam module: 1021 (20120124)
ESET SysInspector module: 1221B (20110623)
Self-defense support module: 1018 (20100812)
Real-time file system protection module: 1006 (20110921)
Translation support module: 1034 (20111214)
HIPS support module: 1042 (20120213)
Internet protection module: 1031 (20120123)
Web content filter module: 1009 (20110705)
Advanced antispam module: 1019 (20111202)
Database module: 1018 (20120203)