Hi,
You can do like that:
if(!defined('DS'))
define('DS', DIRECTORY_SEPARATOR);
if(!include_once(rtrim(JPATH_ADMINISTRATOR,DS).DS.'components'.DS.'com_hikashop'.DS.'helpers'.DS.'helper.php')) return true;
$orderClass = hikashop_get('class.order');
$order = new stdClass();
$order->order_id = XXX;
$order->order_status = 'YYY';
$orderClass->save($order);
where XXX is the id of the order and YYY is the name of the status (it comes from the cartegory_name column in the hikashop_category table where the status are stored for now.