Did you follow the setup guide for HotKeyNet? You can't just use the basic script as is because it doesn't know where your WoWs are installed.

If you aren't comfortable with editing scripts, you'll want to use a program that has a setup wizard, like ISBoxer.

You may also want to look at using Jamba with your multiboxing program. It is designed to help deal with all sorts of issues multiboxers run into, like quests. I also have a tutorial for that here.