Not at all:
To set HLTV up to be able to connect to a server, first place the "tojhltv.cfg" file in this directory:
C:\Program Files\Steam\SteamApps\[your@email.com]\dedicated server
If you do not have this directory, you'll have to download the game through the "Play games" option in Steam, after you get done downloading and installing (Steam does everything for you), then you should have that directory.
After you have the "tojhltv.cfg" file in that directory, follow the instructions below:
-Right click on the "tojhltv.exe" shortcut (which you can place on your desktop) and click on properties
-On the "Shortcut" tab at the top and then in the "Target" text box, make sure the "connect" IP address is the same address that the match is being played on, also, make sure the "serverpassword" is the same password that the players are using when connecting to the server to play the match
Once you have checked these settings, merely double-clicking the "tojhltv.exe" shortcut will start up HLTV and automatically connect to that server. To record a HLTV demo, simply type in the HLTV window "record [mapname]", ex: record dust2. Then to stop recording, type "stoprecording". Please keep in mind that this has a 180 second delay, so in order to get the last few rounds recorded on the demo, you have to keep the HLTV on the server for an extra 3 minutes AFTER the match has ended.