Hidden Markov Models (HMMs) have been extensively used in computational molecular biology, for modelling protein and nucleic acid sequences. In many applications, such as transmembrane protein topology prediction, the incorporation of limited amount of information regarding the topology, arising from biochemical experiments, has been proved a very useful strategy that increased remarkably the performance of even the top-scoring methods. However, no clear and formal explanation of the algorithms that retains the probabilistic interpretation of the models has been presented so far in the literature.