HAL is your hidden hardware communicator Windows uses to communicate with of course, your hardware.
Since you were saying that you were trying to save this on a game disk and it popped this warning...I have to wonder if your firmware is correct for your DVD/CD drive or even your hard drive. (you were not specific about which and what gamedisk you were saving on)
Of course, the other possibility is that your game corrupted HAL for some reason, and that is resolved with simply using your XP install disk to restore the file once again. Something I think we have all done at one time or another actually.
Simply place your XP install disk in the tray at boot up.
Have your CD/DVD as the main boot device in older BIOS systems or in Dell systems, select F12 for the boot menu and select the DVD/CD drive of your choice if it will not boot up the CD on reboot.
Select "Install" and then once you get to the next screen, select "R" for REPAIR. This should solve the problem and replace/install any missing key Windows system files.