The current version of HLSW is v18.104.22.168b and it runs on Windows 2000 and XP (see HLSW system requirements).
Once it is installed you will need to register an email address and password.
Once HLSW is running simply enter the IP of your server with the port:
Type in the Rcon password and click Test. You should see Status: OK.
Click the Console tab and then type in your Rcon command in the field above and then click Send.
And there you have it! A really nice way to administer your server without having to connect a game client to it ... as you can see (below) HLSW also gives you a nice summary of your server details too: