Do you want a dedicated server or a listenserver (a server on which you play your self also).??
In the first case, if you want a real dedicated server do you have it installed or do you use the "dedicated server" option from the steam games menu.
If you use the server from the steam menu then it won't work.
(The one in the steam menu is not the "full blown" dedicatedserver)
You have to install the
"real" dedicated server.
HLDS Update Tool
This install won't be seen in the steam games menu.
So if you got that installed please let me know.