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UPDATE 5/7/09: Hulu has begun detecting and blocking proxy/vpn access to their video streams. Read my newest post for a solution.
If you're having trouble installing hotspot shield and get the message, "an error occurred installing the tap vpn device driver", then this article is for you. A similar issue has occurred on my older PC, though I was able to install HSS in the end.
A few pointers I would make are:
1)Most basic but definitely helpful: Make sure you have downloaded the most recent version of HSS. The current one as of this posting is HSS 1.07. Since September, the updates have been able to remove the dreaded Daemon Start Error and also the bandwidth block that was so prevalent for other users.
2) Disable anti-virus when installing. This helps because HSS needs to alter a few system files when installing (such as TAP VPN) and the anti-virus may prevent that.
3) If after trying those two things above doesn't work, try installing a program called OpenVPN (just google it). The software comes with a TAP vpn uninstaller (which will override HSS's one, that way you can reinstall HSS after).
4) The last resort is to look into your device manger to update the TAP VPN driver.
Assuming you are using Windows:
-click on your My Computer icon
-click on Device Manager
-check Show Hidden Devices. -Scroll down to Network Adapters
-click to drill down to TAP VPN Adapter
-right click on TAP VPN Adaptor and select "Update"
5) If in doubt, email support at email@example.com. Anchorfree is constantly helping they're users with HSS. Make sure to include as much information as you can (OS, ISP, hardware config, etc.).