(...later edit. See last paragraph for solution - at least to my problem)
tmc, I'm having exactly the same problem that you describe. I've also seen a lengthy comment exchange from last year on windowsforumDOTcomSLANTthreadsSLANThirens-boot-cdDOT196826 by someone who could not solve the problem either.
Just today I downloaded and burned the ISO from Hirens (15.2 - MD5s checked good etc) onto a CD that booted properly into Mini Windows XP, but with the same screen that you describe (no menu icon, nor any sign of it searching with explore), and the same limitations. I went ahead and had it find all the hardware (one of the only four icons on the desktop). With explore, I noted that it had found a remote HDD on a USB connection (a XP Pro-x32 system disk), a memory stick on USB, and my printer on USB, but not my main Win Pro 7 - x64 HDD - my usual Win 7 C: drive. Rebooting w/o the other USB drives made no difference, it still couldn't find my Win 7 drive. That was it. My equipment's new (Asus M11AD, i5-4460, 12 GB ram, etc with everything working properly and a clean install of Win Pro 7 - x64). Has something changed in v. 15.2, or are we the only ones experiencing this?
Apparently not the former as many others aren't reporting it, and if the latter, maybe it's as the above mentioned comment-exchange suggested - i. e., the Hirens Mini Windows XP is a 32-bit XP that cannot deal with drives configured by 64-bit Windows versions (mini XP will boot, but not recognize the Win 7-x64 drive --- w/Partition style: MBR - not GPT etc), so does not load the HBCD menu options. There are still problems with that explanation as well, and I'm hoping that someone more experienced will chime in with suggestions...
(...later edit - Solution found, but WARNING - if BIOS setting is changed from AHCI to IDE, in order to facilitate Hirens Mini Windows XP finding your current C:\ drive - and loading menu options, be sure to reset BIOS back to AHCI before booting Win 7/8 again, or damage may occur that invokes Windows Repair which fails to find the problem. Fortunately, the "damage" wasn't permanent and shutting the system down and booting up again with AHCI reset in the BIOS solved it.)
On reflecting on the idea that mini XP is a much older version of XP - x32, it occurred to me that it also might not take kindly to the newer AHCI SATA configurations of more recent computers in dealing with the HDDs. Also, reading an unrelated thread in Sevenforums by Anshad Edavana suggested that switching the BIOS to IDE (from the default AHCI) might do it, and it did. With IDE (v. AHCI) selected in the BIOS, the Mini Windows XP boot CD booted properly, as before, but additionally, all the icons were there including the HBCD menu. And all was well.