Hey guys I just created this account specifically to reply to this thread. I know how frustrating it can be when answers cannot be found so hopefully i can help somebody out who's been searching and searching. Here's what fixed it for me :
1. Create a new notepad file in the same directory as your Hellfire.exe executable
2. Enter the exact following and save it as a .bat filetype :
taskkill /f /im explorer.exe
3. Run the .bat file to play Diablo: Hellfire and never again do you need to use the Hellfire.exe executable. What this .bat file will do is completely end explorer.exe (all folder will close as well, of course) and open up a black window followed by the launch of Diablo: Hellfire. Leave that black window open in the background, it's harmless. When you are done playing Diablo: Hellfire, exit the game, return to the black window and hit enter to automatically re-launch explorer.exe and carry on with your life.