I had this problem too. Isn't there a way to just delete some files from the HD instead of having to play a couple of levels? (i think you are just overwriting some cache somewhere)
PS my problem exactly - I boot halo and load blood gulch, then i IGR to avalaunch and load up HCE. but it says that it can't find a cache. i will try this, but there should be a easier way . . . .,