your ROM doesn't include NET framework? That does seem rather odd. Just search for Microsoft .NET compact framework 3.5 on Google, download and install it.
And another suggestion. Go to the following website
www.xda-developers.com. Go to the forum and search for the HD2. There you can read up on everything you need to know about how to make the most of your device. Additional software, tweaks, tips, trouble shooting, etc.