Thanks it works now, sorry about my mistake.

I double click on firstmap.bat.txt and it doesn't pop up a command window, it just opens as a Text Document.
In my ZHLT folder i have firstmap.bat.txt, firstmap.map and all the other files included when installed.
My firstmap.bat.txt file contains:
@echo off
hlcsg -nowadtextures firstmap
hlbsp firstmap
hlvis firstmap
hlrad firstmap
copy mapname.bsp "C:\Program Files\Counter-Strike 1.6\cstrike\maps"
cd C:\Program Files\Counter-Strike 1.6
pause
hl -dev -console -game cstrike +sv_cheats 1 +map firstmap

And i've already unchecked the file extensions thing.

Please HELP ME!!