Open Notepad.exe as administrator.
Navigate to:
Windows Server 2008/R2 – %\Program Data\ESET\ESET Mail Security \ServerAntispam\
Windows Server 2000/2003 – %\Documents and Settings\All Users\Application Data\ESET \ESET Mail Security\MailServer
Open file: approvedsenders
Add email addresses or domains.
Source: Wilders Security
Source: EMSX 4 User Guide