Maybe because You didn't choose proper drive or WinHIIP doesn't works with USB controllers (in assumption that the same drive is visible and partitioned on PS2).
Use HDL Dump or Dumb to putting games on PS2 HDD.
He didn't change the upper side option, so HDL dump was trying to enstablish a eth connection...
I think he got that error message on winhiip maybe 'cause he's missing the HDLoader settings partition. HDL dump also need it btw.
@SENSPLAYER07 I gaved you some instructions here, make a screen of this post: https://www.psx-place.com/threads/cannot-format-1tb-sata-hdd-using-winhiip.29989/#post-255640