Required Files:

Apps Installer
AppsInstaller ~ Android Application v0.2.1 By ModMyMobile.com | Tools

Root APK
http://rapidshare.com/files/428759774/Root.apk
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1) Install Apps Installer
2) Download the APK to the root of your SD card
3) Install using Apps Installer, and open
4) Run on Boot
5) Restart your Desire HD

Note:
Custom ROMs not yet supported