Hey everyone - just to say I managed it, and here's a few things that might help:
I did it with the following:
Latest version of HSBC Module
Files from HSBC CD (they send you it)
on 1and1 hosting
with no previous knowledge regarding cpi
KEY NOTE: If you are hiding the shop while you work on it e.g. using .htaccess to password it - this will obviously stop HSBC doing the postback and mean that no data is written to the database or emails sent. Its a simple obvious thing but it had me caught for a while! - Make sure when testing that the whole shop is accessable to the public - because if its not then hsbc cant access it either.
Things to try if not working:
make sure you have LATEST version
make sure public can access shop
if getting hacking attempt error - mess about with currencies
The actual install works completly fine on 1and1, you can view my shop @ http://www.wheels-near-u.co.uk (shop not open till october)
Hope this helps a little!!!