I had this problem. Make sure you download "HyperServer Lite for TradeStation 2000i" and not "HyperServer Lite OnDemand" which is also under the DTN section on the HS download page.
BTW, HS is incapable, at least in my experience, of receiving the full 1300 symbols of data the DTN feed is capable of supplying. Many times a day I would get "Access Violation at address xxxxxx in module hyperserver.exe" and "Out of memory" errors, causing me to have to restart Tradestation. I have reduced the number of symbols to around 500 and now it is working fine.
Regards,
Brendan