"HD" does not have any general meaning when used to describe a filter. It is a designation that Hoya uses for one of its product lines. Hoya's current lineup includes, with their description:

• HD Nano: "More than just hard glass: improved protection performance and durability"
• HD: "The High-End Series: protect your optics, protect your investment."
• Fusion Antistatic: "Perfect for environments where dust is common, these filters require less frequent cleaning and maintenance than traditional filters."
• Pro1: "This is the standard filters [sic] for the digital cameras. Constant use will protect your valued lenses from expensive front element damage which could be caused by dirt, knocks or scratches."

Other brands may use HD to mean something entirely different. If you see this designation on a $6 filter, it probably means "hey, these letters sound fancy!"

In any case, once you've figured out what the manufacturer is using the label for, match up to your own needs ­— following How do I choose a polarizer? for advice if you need it.