I was going to be playing WoW with my friends, and it had been decided in advance that I would be playing a frost mage, so I needed a nice frosty-sounding name. "Hielo" is Spanish for "ice," and to make it sound more like a name I added the R. So, the original intended pronunciation was something like "ee-ay-lore". Turns out that pretty much no one got the joke, and people just called me "high-lore", so that's what it ended up being.
I still use it because it's a pretty much globally unique name--if you see a "hielor" anywhere, odds are it's me, and the first couple pages of search results are pretty much all me.