heh...if you haven't the slightest idea how to get it working at this point more likely then not you won't
its actually difficult for people who do know what their doing, ill highlight some of the requirements I guess:
1) You need access to some kind of web server
2) This server needs give you shell access or at least access to cron tasks or something similar
3) The server also needs to support a "constant" connection to another server, I have yet to see a shared server that has this
4) Very frequently servers will block incoming traffic, you need one that doesn't do this
5) You need a mysql database (possibly other types are supported)
6) You need to be able to configure a cfg that connects to a mysql database on the web server
Yeah...if you really want hlstatsx, your best bet would be to buy hlstatx from the people that made it, then they provide you with a webserver that already does all that, and offer you full support in setting it up and managing it...likely for less then it would cost to buy the web server and set it up on your own.
http://www.hlstatsx.com/premium
All that said I happen to think psychostats is a better option as the program does more and its fully documented. Although the requirements are virtually the same.