We need to put something in this forum that says *THOU SHALT POST A CONSOLE DUMP* and a quick lesson on "here is how". *THOU SHALT TELL US THE VERSION OF YOUR TREMULOUS CLIENT* would also be good.
But in all seriousness, please, do both of those things. Are you running tremulous 1.1.0, a backported client (tjw's, mgclient, or tremfusion), GPP, or Segfault? To post a console dump, open the console (by pressing the ~ key) and type /condump {insert file name here}, then find the file (it will have the name you gave it), open it with notepad, and post its contents here. If that is not possible, then you have to run it tremulous from the command line (which can be explained later if necessary).
From what you've said though, it sounds like you've either installed a custom HUD that doesn't work, or you're missing data-1.1.0.pk3 and/or data-gppr{insert revision here}.pk3.