Tutorial: How to setup a TF2 server

[starthorn]

Im stuck on step 3.

I opened a text file and typed this in C:\Program Files\Valve\HLServer\hldsupdatetool -command update -game tf -dir c:\HLServer

and I saved it as a .bat file. I open it up and I see a dos prompt flash in front of me for a split second. Nothing ever happens

I install this in the C:\Program Files\Valve\HLServer directory