Bought a Desire HD today (unfortunately not from Amazon). Started setting it up and tried making a call. Screen went blank, and phone was unresponsive to any inputs. Quick google, and I found that there is a problem with the proximity sensor when calls are made/received. Quick solution is to connect the headphones.
Anyway, there is an update available from HTC (as I learnt from their warranty line - this is unfortunately a known issue now). It can be downloaded directly on the phone:
1. From the Home screen, press MENU, and then tap Settings. 2. Tap About phone > System software updates. 3. Tap Check now.
v 1.32.405.3 is available for download. Its ~23MB so beware of data allowance charges.
This solved the issue for me. Hope it does the same for you if you have the same problem.