you're talking about the first HL right (not about hl: source from steam)?
simply drag&drop the main .exe of the game (hl.exe) with the right button of your mouse over your desktop (a sub-menu will appear), choose create shortcut.
now go to shortcut properties (hotkey alt+enter), look for shotcut tab and there, destiny box. path to .exe should be indicated here, just close it between quotes and add at the end of the line -console.
it's simple, i'm sure you won't have any problems