I have the same problem:

HTK Configuration Parameters[10]
  Module/Tool     Parameter                  Value
#                 NUMCEPS                       12
#                 CEPLIFTER                     22
#                 NUMCHANS                      26
#                 PREEMCOEF               0.970000
#                 USEHAMMING                  TRUE
#                 WINDOWSIZE         250000.000000
#                 SAVEWITHCRC                 TRUE
#                 SAVECOMPRESSED              TRUE
#                 TARGETRATE         100000.000000
#                 TARGETKIND          MFCC_0_D_N_Z

HERest  ML Updating: Transitions Means Variances

 System is PLAIN
43 Logical/43 Physical Models Loaded, VecSize=25
2 MMF input files
Pruning-On[250.0 150.0 1000.0]
 Processing Data: sample1.mfc; Label sample1.lab
  ERROR [+6510]  LOpen: Unable to open label file phones0.mlf/sample1.lab
 FATAL ERROR - Terminating program HERest

can you help me please?

Milo