We do this on our Mori Pallet machines frequently. Not sure how familiar you are with running from the HDD, so I apologize if I am explaining what you already know, but here goes...
Make sure the file on the hard drive (or 'User Area') is saved as 'O1234' It cannot have an extension (like .NC) and must have the leading 'O' in the filename. Make sure you have the correct communication channel selected. You can do this on the setting screen by choosing user area, or in the NC memory program as follows:
O1000(NC MEM PROGRAM THAT CALLS HDD AS SUB)
(SELECT USER AREA I/O CHANNEL)
G90G10L52
N20R15
G11
M198P1234(CALL PROG O1234 FROM HDD)
M30
Put M99 at end of HDD program to return to NC Memory and make sure all axis are homed to allow pallet change when the M30 is read.
Also, make sure your HDD program is on the root directory and not a folder.