Download one of the 2 new characters on the plugin page to see exactly how it is setup. For example, here is the contents of the plugin.dat from Bozo the clown:
Bozo - Clown Character
C:"Characters\bozo.htr"
C:"Characters\bozo.jpg"
C:"Characters\bozostart.jpg"
M:Installation of the "Bozo - Clown Character" 3D character is complete. Before you can use it, you must select this skin from Hal's options. Simply click on Hal's menu button, select "General Options", select the "Character" tab, and then select "Bozo"
First copy the setup.exe and the plugin.dat to a new folder. Next create a subfolder called characters. Copy your htr file and any preview/startup/background jpegs into this folder. Next modify the plugin.dat to copy those files (using the C:) Modify the M: message and the title to suit your character. Then just put it all in a zip. Now whenever someone runs setup.exe from the zip it should install your character automatically into Hal. You do not need to register or execute any files (R: X: or E:) to install characters, most simple plug-ins for Hal just need to be copied.