HFS can be configured to open up "hidden" with only an icon showing in the system tray (an icon in the lower right corner). Check to see if there is an icon for HFS there. You can read the little tooltip messages to determine which one belongs to HFS, if any.
Also, when you press Ctrl+Alt+Del and look at the processes tab in Task Manager do you see hfs.exe in the list of applications running?
What version of HFS are you using? What operating system?
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