PongoDeMer, it sounds like you downloaded a scenario, not a battleset. A battleset consists of two files and may contain multiple scenarios, a map, and a database. A scenario will work within some existing or downloaded battleset.
We have a bit of a guide to scenario and saved game names at HarpGamer to help you match scenarios to battlesets:
http://harpgamer.com/harpforum/index.php?showtopic=2380
So, looking at what you downloaded indicates this was a bit of a tricky one you chose [;)]. For those following along at home,
http://harpgamer.com/harpforum/index.ph ... owfile=305
To use those scenarios you can...
1. Unzip them to your HCE directory (or to a subdirectory perhaps called Scenarios that you create).
2. Start the game, choose the "HDS1 - Harpoon Designers' Series BattleSet #1". I got that from the filename chart link above. HDS1 GIUK = .SC6 (still a bit confusing eh?).
3. When you get to the scenario selection prompt, click "User Scenario", then look in the Scenarios folder if you made one, then in the "Norwegian Sea War" folder for the scenarios.
One more note, scenarios for the EC2003, WestPac, and beyond battlesets are going to make full use of the game changes we've made in the last 6 years whereas older scenarios such as these won't have the same level of ECM, Radar, Sonar, and other capabilities. Don't get me wrong, the older scenarios are great, they just may not always give the same depth of gaming experience and scenarios for the more recent battlesets.