Step 4 Copy the unlock files into your Hellfire directory. If it is not 1.01 and your on 64 bit windows then I am unsure of a fix at this time other than the gog version currently appears to install as 1.01 If it is not 1.01 and you are on a 32 bit version of windows you can use the patcher exe that I included in my zip or you can download it from or from here.
You should be able to tell on the lower left side of the Hellfire title screen. The easiest way to do this at the time of me writing this guide is to buy it from gog.com of course to actually play multiplayer you will need two copies and have to do these steps on both machines. This guide will have all of the steps to get Diablo Hellfire, unlock the secret levels and uncompleted classes, unlock the multiplayer menu in-game and get LAN games working. How to get Hellfire to work in Multiplayer.