As I commented on the wiki page and filed an issue at http://support.bugnetproject.com/Issues/IssueDetail.aspx?id=2185 the Mercurial config information is actually inaccurate and I had the same problem.
The configuration shown assumes that you are deploying the hook on your central repository since the changegroup hook is run when changesets are pulled into a repository (e.g. as a result of a hg push). Thus if you are deploying the hook on your local clone you should use the outgoing hook instead so that is runs when you make a hg push i.e.
[hooks]
outgoing.MercurialChangeGroupHook = "PATH_TO_EXE\BugNET.MercurialChangeGroupHook.exe"
This worked for me
The configuration shown assumes that you are deploying the hook on your central repository since the changegroup hook is run when changesets are pulled into a repository (e.g. as a result of a hg push). Thus if you are deploying the hook on your local clone you should use the outgoing hook instead so that is runs when you make a hg push i.e.
[hooks]
outgoing.MercurialChangeGroupHook = "PATH_TO_EXE\BugNET.MercurialChangeGroupHook.exe"
This worked for me