If you are using Steam then read this
Sticky to solve your Steam problems.
If you are using WON then just go through CS first and use the mod viewer to change to esf. Or you can make a shortcut (this works for WON only and if you have the origional Half-Life, not CS retail):
1. Copy your CS icon or just create a new one.
2. Right click and go to properties.
3. Change the
Target Line to: C:\SIERRA\Half-Life\hl.exe -console -game esf
4. For extra goodies hit the Change Icon button and go into your ESF folder. There should be a green DBZ icon that you can choose.