Sounds like you are trying to execute the data.000 file. Hackman does not associate itself with .000 files, so will not automatically come up when they are double clicked (or select | Enter). Start Hackman through the Start menu shortcut. Then, click on the 'open' toolbar icon, or select 'File | Open | Open File...', browse to the save game subfolder of the '..\Divine Divinity\Run\savegames' folder, open the data.000 file and edit.
I'd make a copy of the save game folder first, and maybe another of the data.000 file in that new folder, for easier/safer reverting to the original if something goes wrong.
You can also start Hackman, then drag-and-drop the data.000 file from the save you want to edit from Windows Explorer into Hackman.
Alternately, the 'Open With' dialog should have the option to browse to a specific application, though I would not associate *.000 files with Hackman.
