Sure.
In your setuplevel.fpi you'll need to set up your hud. If it has more than one part then you'll need to add each part of the HUD with the hudshow and hudunshow commands.
Start your hud in the main game section with a state of 1 and hide it when any menus are accessed like this: The additions are the areas labeled YOURHUDHERE
; Main Game
:state=1:hudshow=YOURHUDHERE
:state=1,escapekeypressed=1:pausegame,state=2
:state=1,scancodekeypressed=197:pausegame,state=11
:state=1,scancodekeypressed=64:hudunshow=YOURHUDHERE,hudshow=savingprompt,quicksavegame,pausegame,state=21
:state=1,scancodekeypressed=67:quickloadgame,state=31
:state=11,scancodekeypressed=0:state=12
:state=12,scancodekeypressed=197:hudshow=YOURHUDHERE,resumegame,state=13
:state=13,scancodekeypressed=0:state=1
:state=21,scancodekeypressed=0:hudunshow=savingprompt,resumegame,state=1
:state=31,scancodekeypressed=0:state=1
; Game Menu
:state=2,escapekeypressed=0:state=3
:state=3:hudunshow=YOURHUDHERE,hudshow=gamemenutitle,hudshow=loadgame,hudshow=savegame,hudshow=quitgame,hudshow=returngame,hudshow=pointer,state=4
:state=4,hudselectionmade=2:loadgame
:state=4,hudselectionmade=3:savegame,state=6
:state=4,hudselectionmade=5:hudunshow=YOURHUDHERE,continuegame,destroy
:state=4,hudselectionmade=4:state=6
:state=4,escapekeypressed=1:state=5
:state=5,escapekeypressed=0:state=6
:state=6:hudunshow=gamemenutitle,hudunshow=loadgame,hudunshow=savegame,hudunshow=quitgame,hudunshow=returngame,hudunshow=pointer,hudshow=YOURHUDHERE,resumegame,state=1
