You got the Blue Screen of Death (BSOD) as it is called.

A Blue Screen of Death (also known as a stop error, BSOD or bluescreen) is an error screen displayed by certain operating systems, most notably Microsoft Windows, after encountering a critical system error. Bluescreens can be caused by poorly written device drivers, faulty memory, a corrupt Registry, or incompatible DLLs.

The BSOD is not caused by Hide My IP. To have seen the BSOD after installing Hide My IP only means that your computer alaready had a poorly written device driver, faulty memory, a corrupt Registry, or incompatible DLLs.

Hide My IP (and related software) is 100% virus free and McAfee Security backs up that statement.
See this link: http://www.siteadvisor.com/sites/hide-my-ip.com

Review this link to assist you in dealing with the BSOD
http://www.pcstats.com/articleview.cfm?articleID=1647