Ok,
I started a new map however now when I go onto the .bat file, it says the 'the system cannot find the file specified'.
After checking through, I am quite sure the file I am missing is the .bsp as it is the only one not in the folder.
I've tried it another couple of times and it still hasn't worked, I even re-extracted the files and re-downloaded zhlt, but I still can't seem to get this .bsp file...
You had it fine, I'm guessing you are on Windows Vista or 7? Basically, you don't have permissions to copy the file into C:\Program Files. Thusly, you will have to copy the map by hand.