I was able to get around this issue as well.
Here is what I did,
1. installed SQL Express manually
a. Installed using a named instance; not default
b. named it ESET
2. Set it to mixed authentication (where you can login with windows authentication or as sa
a. manually set the sa password.
3. Proceeded with the install as normal
4. opened SQL configuration utility and enabled port 1433
5. Ran the ESET all in one installer
a. unchecked SQL Express option
b. unchecked proxy option