What version of Windows are you running? Kindle Fire HD is seen as a media device, not a removable drive, and Calibre cannot detect it when running Windows XP. If you're on Windows XP, you may be able to get the work-around (
http://www.mobileread.mobi/forums/sh...d.php?t=190982). If you have Windows 7, Calibre shoudl be able to see and utilize the Kindle Fire HD to transfer media.