Can you provide a little more detail about the phone and the upgrade you are trying to run? All drivers needed for normal unlocked usage and upgrade of an HTC Desire HD should be included with HTC Sync.
Upgrades should only be done automatically by the phone, from a manual update check in the phone settings, or by running a program on your Windows machine called an RUU provided by customer care. The HTC Desire HD is an Android OS phone, but the 3.x versions of Android OS are for tablets only.
Do you have any links or details to: where you bought the phone and it's model, what OS you are trying to install on it, if there is a page with any instructions you are using, etc.. Does the phone you own support dual SIM cards? Does it say HDC instead of HTC on it? These last two are signs that it is a clone, a phone made to look similar to an HTC Desire HD, but that is not really one. They are often found in China or bought off eBay for low prices.
Sorry I can't answer right off the bat. :)