realistically the only way your going to get sense 3 or 3.5 on your phone is to root & flash a custom rom. i have the HTC thunderbolt with root & have been running custom gingerbread roms for quite some time now. the current rom i have is bamf forever 1.10 with sense 3. the other one i like is bamf SAOAB 1.03 that has sense 3.5.
rooting your phone is relatively easy for newcomers these days but still a bit too involved to explain here. check out team BAMF or XDA developers forums for your model of phone & you will find detailed explanations & lots of help on how to root your device as well as custom roms to use. you can also try searching youtube for how to root htc desire hd for video instructions that will show you step by step.
good luck & have fun. once you get root its like having a brand new phone all over again with lots more fun stuff to play with.
**make sure you sync your phone to your google account & keep it backed up with google before rooting & flashing new rom's. this will allow google to automatically restore all your apps & contacts to your phone after flashing**
