I really do not know much about ESET firewall so cant help you there. I have to test it myself. Kaspersky also fails the test but changing 2 rules makes it achieve trustealth. Have no idea with ESET 5. I would suggest for more granular control switch to Comodo Firewall or switch to a suite like Kaspersky or Norton with which you dont have to configure much. IF you PC responds to a ping reply means that anybody who sends a packet to you your pc responds to that person. This is the most common way to find if the host is alive ie the computer is online. This defeats the all ports stealthed by ESS as your pc actually responds to a packet meaning the attacker knows that you are online. See Esets guides how to configure firewall and HIPS. I have heard their guides are easy to understand and have a lot of pictures. Actually even Windows Firewall will give you true stealth.