Hello Arjay.
Sorry I dit'n take attention to the folowing yesterday, Maybe due to my lack on the English language

But my Flemish is perfect
You wrote: "However, I then went into the Protocol Filtering Excluded Applications where there was a long list (all unchecked), """ and checked (ticked) WinAmp which it then allowed me to download """. However I didn't get any Exception Messages, so after reverting the SSL filtering mode settings option back to "Always scan SSL protocol", I am of course back to square one".
Beware I don't use Eset, But i think you point it out with the WinAmp!
When you are in the "Protocol Filtering Exluded Application" And tick WinAmp again (Or anny other programme that don't work properly yet), Is there no possibility to click on "aply or safe or OK"? or just close the folder afther tick the WinAmp, And Excluded it from being scanned? 4.1.6.1.1 and 4.1.6.1.2 beneath!
4.1.6.1 SSL
ESET NOD32 Antivirus enables you to check protocols encapsulated in SSL protocol. You can use various scanning modes for SSL protected communications using trusted certificates, unknown certificates, or certificates that are excluded from SSL‑protected communication checking.
Always scan SSL protocol – Select this option to scan all SSL protected communications except communications protected by certificates excluded from checking. If a new communication using an unknown, signed certificate is established, you will not be notified about the fact and the communication will automatically be filtered. When you access a server with an untrusted certificate that is marked as trusted (it is added to the trusted certificates list), communication to the server is allowed and the content of the communication channel is filtered.
Ask about non‑visited sites (exclusions can be set) ‑ If you enter a new SSL protected site (with an unknown certificate), an action selection dialog is displayed. This mode enables you to create a list of SSL certificates that will be excluded from scanning.
Do not scan SSL protocol ‑ If selected, the program will not scan communications over SSL.
If the certificate cannot be verified using the Trusted Root Certification Authorities store (protocol filtering > SSL > Certificates):
Ask about certification validity – Prompts you to select an action to take.
Block communication that uses the certificate – Terminates connection to the site that uses the certificate.
If the certificate is invalid or corrupt (protocol filtering > SSL > Certificates):
Ask about certificate validity – Prompts you to select an action to take.
Block communication that uses the certificate – Terminates connection to the site that uses the certificate.
4.1.6.1.1 Trusted certificates
In addition to the integrated Trusted Root Certification Authorities store, where ESET NOD32 Antivirus stores trusted certificates, you can create a custom list of trusted certificates that can be viewed in Advanced Setup (F5) > Protocol filtering > SSL > Certificates >Trusted certificates.
4.1.6.1.2 Excluded certificates
The Excluded certificates section contains certificates that are considered to be safe. The program will not check the content.
What is the result when you aply this???
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And iff you have a second computer, Home, With a friend or in a internet-shop, You can download the install programm, Safe to desktop, Open a CD/DVD burning programme, And burn the Eset Security Suite you use as a "Data-CD or DVD" (Disk space Eset download: +-41 MB)
Frans.