Actually, Check for Problems is Alt+P, M_garg.
More things to check for (got it off of tommy14):
1. If you had no errors, did you copy the .bsp from your WC/maps folder into your mods map folder?
2. It could be something else like a bad sky enviornment name, or
3. making the SKY into an entity, or
4. using the wrong fgd file to make your level, or
5. You probably set the configurations of directories wrong, or ect. in worldcraft/hammer. Best thing to do is to have worldcraft/hammer not run the map after compile, and just run the game yourself, and play the map on LAN.
6. If you typed in "map mapname" (where mapname is the name of your map without .bsp) in the console and didnt run it from worldcraft/hammer, just try typing it again, without quotes, and include the .bsp at the end. If that doesnt work, disclude the .bsp just to try again.
7. If the mod for a multiplayer cannot find your map, perhaps you forgot to put in a player deathmatch, a player_start, or your mod equivalent?
8. Also newer patches of HL require for HDTV the following entitys, depending on your mod: Info_player_start, Info_player_observer.
9. STEAM is one of our newest causes for this problem. Make sure you have everything set up right for mapping with STEAM.