Blend into a blend doesn't work

I am trying to add this into my game.

But the append doesn’t work, I can’t get everything to import. How would I do it? I can only select the objects, or the mesh, but not the whole thing.

Does it work if you import the scene?

I don’t have an option to import a scene. Where would I find that?

When you append from a file, inside the .blend there’s a Scenes folder. Find the scene you want and import it. Then you can add that scene as an overlay using logic bricks.

I added it as an overlay scene, but nothing happened, I must be missing something. I’d like it displayed in the top left corner of the screen at all times.
Can someone see if you can get it to work? It seems to import the scene, but no red or green bars.

I included both my game blend file, and the hpbar blend file.

www.rodgame.org/3D/fpsfix.zip