Look at your .pdb file that you've prepared for O in Shelxpro, and you'll see that hydrogen atoms on some carbons in certain residues are given the same atom name.  VERY annoying, as this means that you'll only see one of them in O!  The residues that this affects are:
 
 

Affected Residue	Carbon/Nitrogen Name	Hydrogen Name
Asn	N2	HD2
Arg	N1  N2	HH1  HH2
Ile	C1  C2	HG1  HG2
Leu	C1  C2	HD1  HD2
Thr	C2	HG2
Val	C1  C2	HG1  HG2

You can do a partial fix by taking your O-ready .pdb file that you prepared in Shelxpro and running it through moleman.  After reading the .pdb file into moleman, do O2XH.  This will rename the polar hydrogen atoms that are shown above for Asn and Arg.  So, HD2 becomes HD21 & HD22, HH1 becomes HH11 & HH12, and HH2 becomes HH21 and HH22.  These hydrogen atoms don't show up as the same color (yellow vs purple) as the other hydrogen atoms, but at least they're there.  Also, the polar hydrogen atoms are the only ones that are really necessary to see, so not seeing all the apolar hydrogen atoms listed above is not all that bad...annoying, but not devastating.

When you start up O, do it from scratch.  Read in the default menu.odb, startup.odb, and access.o files.  However, instead of the 'standard issue' /public/apps/o.7.0.1/data/all.dat, copy the following into your own directory as all.dat and try using it as your new all.dat file in your new O session.
 

LINK   2.0
ALA
ATOM   N     CA    C     O     CB    HB1   HB2   HB3   H0A   H0B
ATOM   H0C   HA   H0
CONNECT -     N     CA    C     +
CONNECT CA    CB    HB1
CONNECT CB    HB2
CONNECT CB    HB3
CONNECT CA    HA
CONNECT N H0A
CONNECT N H0B
CONNECT N H0C
CONNECT N H0
CONNECT C     O
ALB
ATOM   N     CA    C     O     CB    HB1   HB2   HB3   H0
ATOM   HA   B   OB1   OB2   OB3
CONNECT -     N     CA    B     +
CONNECT B  OB1
CONNECT B  OB2
CONNECT B  OB3
CONNECT CA    CB    HB1
CONNECT CB    HB2
CONNECT CB    HB3
CONNECT CA    HA
CONNECT N H0
ARG
ATOM   N     CA    C     O     CB    CG    CD    NE    CZ    NH1
ATOM   NH2   H0    HA    HB1   HB2   HG1   HG2   HD1   HD2   HE
ATOM   HH11  HH12   HH21   HH22
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    CD    NE    CZ    NH1   HH11
CONNECT CZ    NH2   HH21
CONNECT NH2   HH22
CONNECT N     H0
CONNECT CA    HA
CONNECT CB    HB1
CONNECT CB    HB2
CONNECT CG    HG1
CONNECT CG    HG2
CONNECT CD    HD1
CONNECT CD    HD2
CONNECT NE    HE
CONNECT NH1   HH12
CONNECT C     O
CYS
ATOM   N     CA    C     O    CB    SG   H0   HA   HB1   HB2
CONNECT -     N     CA    C     +
CONNECT CA    CB    SG
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT C     O
CYH
ATOM   N     CA    C     O    CB    SG
CONNECT -     N     CA    C     +
CONNECT CA    CB    SG
CONNECT C     O
ASP
ATOM   N     CA    C     O     CB    CG    OD1   OD2   H0   HA   HB1
ATOM   HB2
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    OD1
CONNECT CG    OD2
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT C     O
ASN
ATOM   N     CA    C     O     CB    CG    OD1   ND2   H0   HA   HB1
ATOM   HB2   HD21  HD22
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    OD1
CONNECT CG    ND2   HD21
CONNECT ND2   HD22
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT C     O
GLU
ATOM   N     CA    C     O     CB    CG    CD    OE1   OE2   H0   HA
ATOM   HB1   HB2   HG1   HG2
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    CD    OE1
CONNECT CD    OE2
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT CG  CG1
CONNECT CG  CG2
CONNECT C     O
GLN
ATOM   N     CA    C     O     CB    CG    CD    OE1   NE2   H0   HA
ATOM   HB1   HB2   HG1   HG2   HE2
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    CD    OE1
CONNECT CD    NE2   HE2
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT CG  HG1
CONNECT CG  HG2
CONNECT C     O
GLY
ATOM   N     CA    C     O     H0   HA1   HA2
CONNECT -     N     CA    C     +
CONNECT N   H0
CONNECT CA  HA1
CONNECT CA  HA2
CONNECT C     O
HIS
ATOM   N     CA    C     O     CB    CG    ND1   CD2   CE1   NE2   HE2
ATOM   H0   HA   HB1   HB2   HD2   HD1   HE1
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    ND1   CE1   NE2   HE2
CONNECT CG    CD2   NE2
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT CD2 HD2
CONNECT ND1 HD1
CONNECT CE1 HE1
CONNECT C     O
ILE
ATOM   N     CA    C     O     CB    CG1   CG2   CD1   H0   HA   HB
ATOM   HG2   HG1   HD1
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG1   CD1   HD1
CONNECT CB    CG2   HG2
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB
CONNECT CG1 HG1
CONNECT C     O
LEU
ATOM   N     CA    C     O     CB    CG    CD1   CD2   H0   HA   HB1
ATOM   HB2   HG   HD1   HD2
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    CD1   HD1
CONNECT CG    CD2   HD2
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT CG  HG
CONNECT C     O
LYS
ATOM   N     CA    C     O     CB    CG    CD    CE    NZ   H0   HA
ATOM   HB1   HB2   HG1   HG2   HD1   HD2   HE1   HE2   HZ1   HZ2   HZ3
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    CD    CE    NZ
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT CG  HG1
CONNECT CG  HG2
CONNECT CD  HD1
CONNECT CD  HD2
CONNECT CE  HE1
CONNECT CE  HE2
CONNECT NZ  HZ1
CONNECT NZ  HZ2
CONNECT NZ  HZ3
CONNECT C     O
MET
ATOM   N     CA    C     O     CB    CG    SD    CE   H0   HA   HB1
ATOM   HB2   HG1   HG2   HE1   HE2   HE3
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    SD    CE
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT CG  HG1
CONNECT CG  HG2
CONNECT CE  HE1
CONNECT CE  HE2
CONNECT CE  HE3
CONNECT C     O
PHE
ATOM   N     CA    C     O     CB    CG    CD1   CD2   CE1   CE2
ATOM   CZ   H0   HA   HB1   HB2   HD1   HD2   HE1   HE2   HZ
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    CD1   CE1   CZ
CONNECT CG    CD2   CE2   CZ   HZ
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT CD1 HD1
CONNECT CD2 HD2
CONNECT CE1 HE1
CONNECT CE2 HE2
CONNECT C     O
PRO
ATOM   N     CA    C     O     CB    CG    CD    HD1   HD2   HA
ATOM   HB1   HB2   HG1   HG2
CONNECT -     N     CA    C     +
CONNECT N     CD   HD1
CONNECT CA    CB    CG    CD   HD2
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT CG  HG1
CONNECT CG  HG2
CONNECT C     O
SER
ATOM   N     CA    C     O     CB    OG    H0   HA   HB1   HB2   HG
CONNECT -     N     CA    C     +
CONNECT CA    CB    OG   HG
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT OG  HG
CONNECT C     O
THR
ATOM   N     CA    C     O     CB    OG1   CG2   H0   HA   HB   HG1
ATOM   HG2
CONNECT -     N     CA    C     +
CONNECT CA    CB    OG1   HG1
CONNECT CB    CG2
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB
CONNECT CG2  HG2
CONNECT C     O
TYR
ATOM   N     CA    C     O     CB    CG    CD1   CD2   CE1   CE2
ATOM   CZ    OH  H0   HA   HB1   HB2   HD1   HE1   HD2   HE2   HH
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    CD1   CE1   CZ    OH   HH
CONNECT CG    CD2   CE2   CZ
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT CD1  HD1
CONNECT CE1  HE1
CONNECT CD2  HD2
CONNECT CE2  HE2
CONNECT C     O
TRP
ATOM   N     CA    C     O     CB    CG    CD1   CD2   NE1   CE2
ATOM   CE3   CZ2   CZ3   CH2   H0   HA   HB1   HB2   HE3   HD1   HE1
ATOM   HZ2   HZ3   HH2
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG    CD1   NE1   HE1
CONNECT CG    CD2   CE2   NE1
CONNECT CD2   CE3   CZ3   CH2   CZ2   CE2
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB1
CONNECT CB  HB2
CONNECT CE3  HE3
CONNECT CD1  HD1
CONNECT CZ2  HZ2
CONNECT CZ3  HZ3
CONNECT CH2  HH2
CONNECT C     O
VAL
ATOM   N     CA    C     O     CB    CG1   CG2  H0   HA   HB
ATOM  HG1   HG2
CONNECT -     N     CA    C     +
CONNECT CA    CB    CG1   HG1
CONNECT CB    CG2   HG2
CONNECT N   H0
CONNECT CA  HA
CONNECT CB  HB
CONNECT C     O
HOH
ATOM O
CONNECT O O
SOL
ATOM   OHH
CONNECT OHH   OHH