First, make sure you do not touch any pads or cymbals when turning on your module.
Second, make sure ALL of your cables are plugged in securely to both the module and each drum/cymbal/hh pedal. The module is very sensitive to this.
Third, make sure you are using a TS cable for the hihat - this should have one ring around the plug (a mono cable).
Once you make sure of all of these, retry your calibration. You can also look at your manual (it's also online at Alesis.com) about the calibration function - here are the instructions from the manual:
To calibrate the hi-hat pedal:
1. Connect the hi-hat pedal to the module but do not press it down.
2. On the module, press EXT TRIG.
3. You will see a page with items including "Sensitvty" and "Function."
Use the CURSOR UP / DOWN buttons to highlight the "Input" field at
the top of the screen then use the VALUE UP / DOWN buttons to
select "HiHat."
4. Press CAL (F4).
5. With the hi-hat pedal completely raised ("open"), press CAL OPEN
(F1 or F2) and wait for a message saying the process is complete.
6. With the hi-hat pedal completely pressed ("closed"), press CAL
CLSED (F3 or F4) and wait for a message saying the process is complete.
7. Press EXIT to exit the calibration page (or press DRUM KIT to return to the main screen).
I'm not saying you didn't follow instructions or don't know what you're doing... but we all occasionally make an error here or there. I have made several bad connections in the past!
Good luck!