You might want to check the support link I provided (http://support.microsoft.com/?scid=kb;en-us;836119 ) or check the installation guide: http://www.microsoft.com/downloads/details.aspx?FamilyID=32FF7D19-9E25-44CE-8A8C-03E3EB5D726F&displaylang=en
For what I can tell, it looks like you are missing the Office XP Web Components required to run HAT or you are missing some other pre-requisite.