Whenever you load into the menu of the game of your choice, use the arrow keys to select the right mode
For example, for half life, get the arrow keys over "New Game". For Hazard Course, select "Hazard Course" etc etc
Cheats are enabled so do whatever you want, I don't care
For the people wanting more games by valve, short answer. It won't work. Long answer, It works, but you can't really play it
Anyways go play