I detailed how I did this in Mac OS X on my blog:
http://michelledion.com/blog/2014/05/29/running-le...The key points of which I've also copied/pasted below:
Install both HLM 6 and Stata 10 into the same Vista Bottle. [Maybe I could have put them in an XP bottle, but to be safe I went with Vista.] It took me a bit of reading to figure out that they need to be in the same bottle if they are going to interact with each other. Because neither HLM nor Stata are supported, you have to install them as “unsupported” apps. I used the HLM 6.04 cd-rom to install HLM with no problem, and then I used the old upgrade patch to 6.08 to upgrade the version just fine. Stata 10 was a bit more of a pain. I have a cd-rom and a perpetual license. However, the cd-rom has both Windows and Mac versions of the install, and my Mac wouldn’t recognize or mount the Windows files. The Crossover help files don’t really explain what to do if this is the case, and the various instructions that I found online to mount a Windows cd-rom from the Mac terminal didn’t work for me. Instead, I fired up my old pc and copied the install cd-rom to my NAS.
Once they are both installed, you need to follow the instructions to enable HLM to talk with Stata 10. In this setup, this means that I needed to add the following line:
"PATH"="C:/Program Files/HLM6/WHLM.exe"
to the very end of the file located at
/Users/username/Library/Application Support/CrossOver/Bottles/HLM6/cxbottle.conf
I got it to work once, but since then have had issues getting it to work with new files due to versioning of the stata .dta file.