The site in question is http://www.vorck.com/windows/2ksp5.html
In step 9, WINNT.SIF is supposed to be placed in D:\HFSLIP\REPLACE. Perhaps you meant D:\HFSLIP\REPLACE\i386 ?
In step 13, perhaps more explicit instructions on where to find XCHM would be better?
In step 14, the link "HFEXPERT Folder, click here" appears to be a dead link.
Thanks.
Conway Yee