I located the programme in question but on the website (beta.eset.com/linux)
the file I found was called ueav.i386.en.linux. It was stated to run on both
Debian and Ubuntu, so a perfect fit. It only required one small change
before installing with one click. The change was to mark it executable -
right click, choose properties, permissions tab, near the bottom select
"Allow executing file as program". It might prompt you for this change but
I'm old-fashioned enough to do it manually.

I use Kubuntu 10.10, and its possible Ubuntu is a little different.

After this change a left click on the downloaded file started the graphic
installation utility and it was an easy install. It runs fine on my system
now, although I don't need it and probably won't keep it.

My best advice to you is - forget about the tar file you have and do
yourself a favour by downloading and using this version. "it just works".