If you get the "bugged by an intermittent SL asset server glitch" message after setup or activation, SL has borked the process and you need to try again: 

To try again, click the white LULU logo on your Signature HUD (for arm and thigh plugins, wear the activators). If necessary, HUD Menu > HELP... > resetup

If nothing happens. Just do this:

1. detach the HUD
2. wait 30 secs
3. re-wear the HUD. It should initialize, and launch the Setup Menu if this is the first time you're setting up on this HUD. 
If it is a re-setup HUD Menu > HELP...> resetup.

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

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