Now it's back to cooperative
3 days in a row 
Now basically you need to download a custom mission, unzip it (as in most cases the files been archived) and then copy the new files into your HD2 main directory.
HD2 main directory by default (64-bit Windows) is located here:
C:\\Program Files (x86)\Illusion Softworks\Hidden & Dangerous 2
and for 32-bit Windows:C:\\Program Files\Illusion Softworks\Hidden & Dangerous 2
Detailed
If you have sucessfully unzipped the mission files you should have got following folders- Missions
- Scripts
- Models
- Maps
- Sounds
Note: Depends on the mission which folders are actually needed/unzipped. For example deathmatch missions have no scripts so you won't find a Scripts folder in your unzipped files.
Also not all missions have customized models or images (Maps)
Now just move these folders into your HD2 main directory.To check if you have all done correctly you're folder structure should look like below.
C:\\...\Hidden & Dangerous 2\Missions\MISSION_NAME (contains scene.4ds, actors.bin, scene2.bin, tree.klz, ...)
C:\\...\Hidden & Dangerous 2\Scripts\MISSION_NAME (contains .scr files)
C:\\...\Hidden & Dangerous 2\Models\MODEL_NAME.4DS
C:\\...\Hidden & Dangerous 2\Maps\IMAGE_NAME.BMP
C:\\...\Hidden & Dangerous 2\Sounds\SOUND.WAV
Additional files like .txt files as the ReadMe you don't need to copy. However if you want to play a custom mission
on your own server then you have to update your mpmaplist.txt file which is in your HD2 main directory.
Update maplist tutorial