The process you want to inject into for Combat Arms is:
Engine.exe
So make sure that is typed into the process text box. You want to auto-inject the hack and make sure the injector closes upon injection. That's usually an option either on the GUI(graphic user interface) OR in the settings menu(s) but not always. I'm pretty sure there aren't any working Hack Shield bypasses so no need to worry about those. Just click the open button and browse to the location where your hack .dll is stored and select it and choose open. It will load the hack .dll's location into the text field on the GUI and you should be ready to go. Just open Combat Arms and it should inject properly.