You could try and put the following in the mercurial.ini file found in your user folder (depending on what OS you are on (i.e. Win7 C:\Users\<USER_NAME>)
changegroup.MercurialChangeGroupHook = "PATH_TO_EXE\BugNET.MercurialChangeGroupHook.exe"
I know when I first started to work on the hook I had a bitch of a time putting the correct settings in the right file. THe README describes a setup where you have a config like I described above. I did however get it to work on a local repo
(I think) by putting it in the mercurial.ini file.