I have created a small and simple tool to S-OFF a Desire HD after it has been permrooted with Visionary. After you have run this tool, you will have an engineering hboot (S-OFF). Remember that making a phone S-OFF is dangerous business, and you use this tool at your own risk! The tool also works with any custom ROM, as long as you have root permissions (and Radio S-OFF, which was required to flash the custom ROM in the first place).
System requirements:
Windows XP SP2 or higher
.NET Framework 3.5
HTC Sync (or ADB drivers)
Desire HD with lower than 1.7x stock ROM OR any custom ROM, tick "I have Radio S-OFF" in the tool