If you're still having trouble, someone finally find the issue and workaround.
https://list.valvesoftware.com/cgi-b...il/071200.html
Basically, if you have both HLDS and Steam installed on the same computer, HLDS will 'borrow' some of the steam DLLs. This is an issue as you must manually add setmaster in HLDS, but steam does it automatically and disables the command. The workaround so far is to either uninstall steam, or if that is not an option, copy and paste the steam folder somewhere else.
I have this issue as well and am going to see if there's a way to still keep steam functional and get the standalone HLDS to correctly enable setmaster/get added to the server browser.