I spent a long time trying to find a valid root guide for my HTC Desire HD on Gingerbread. Finally, i found one! As far as I know, this root procedure works on all Desire HD or Ace worldwide. Best part using this method is that no ROM downgrade is needed prior to attempting to root. Many other more complicated methods out there do insist you downgrade your stock ROM at first.
# A computer running Linux (for now, 32 bit is a must or you risk harming your phone), or a Linux LiveCD you can boot off. I used fedora myself.
# Your Desire HD, and its USB cable
# The Advanced Ace Hack Kit: Download Here.
# Basic knowledge of Linux: mostly how to use Terminal, including some basic commands.
# 1: Log in to Your Linux as Root via terminal. Type in su -, press enter, enter your password and press return. If you are using a Live CD you can get a root terminal by entering sudo -i instead of su -.
# 2: Get the Hack Kit and Unpack It. Make sure you downloaded the Android Ace Hack Kit from the link above!
# 3: Using the Advanced Ace Hack Kit. Plug your phone into the computer, then type into the terminal cd #path-to-the-unpacked-root-kit and press enter. Type ./hack-ace.sh, and press enter. This should start up the Ace Advanced Hack Kit. Now just type 1, and press enter. (This process takes a little time, so be patient. This process took about 10 minutes for me)
# 4: Once the process is complete, take a look. It should have booted into HTC Sense, but with S-OFF, and root!
Enjoy your rooted Desire HD however you like!