I would use DMPU over HMPA. It's less toxic and can sometimes give better yields and regioselectivity.You add it as a cosolvent with your alkyne/THF solution. I don't remember the ratio - something like 1:2 DMPU:THF from memory. You could dissolve your halide in a small amount of it as well for when you add it in (I recommend adding by cannula).
You might not even need to worry about it though. If you keep the temperature low enough, regioselectivity shouldn't be an issue, especially if you're using highly reactive halides. In my experience, deprotonation is best done at -78oC. The addition of your halide tends to be where most of the problems occur in these reactions. You may not be able to add it at -78oC (the reaction might freeze, for instance), in which case I would add dropwise via cannula addition at -50oC or -30oC and monitor it closely with TLC. Sometimes it's also a good idea to have the halide solution chilled as well.
Most importantly though - make sure everything is as dry as dry can be. As well, you'd be surprised how much fresh distilled reagents can make a difference to your yields, so perhaps look into that.