When you wear your Signature HUD for the first time, it will:

1. initialize, with % progress count towards 100%.
2. launch a Setup Menu

If you wear your HUD and nothing happens, don’t panic. Occasionally, SL borks it momentarily. Just do this:

1. detach the HUD
2. wait 30 secs
3. re-wear the HUD. It should initialize, and launch the Setup Menu.

Or, you can also try:
1 Say /1. to get the HUD Menu.
2 HUD Menu > HELP… > reset… That should launch the Setup Menu.

If it still doesn’t, it means the SL borkage might be more serious. No problem, just get a fresh HUD.