How long have you been self employed? I've been trying to get my head around this issue as well.
Have a look at
this page on Citizen's Information.
In a nutshell you may be entitled to Unemployment Benefit:
If you were paying class A PRSI in 2007 (2 years ago, have no idea why).
Or if you paid class A for half the year in 2007 and also half a year in 2006.
You can apply for Unemployment Assistance. The big difference between the two is that UA is means tested. So you will be asked for at least 6 months of banks accounts etc.
However, you don't have to close your company or de-register as self-employed while on UA.
And no, its not fair that self employed can't claim benefit.