Pocketnow have published this brief guide to getting Windows phone Mango on your HTC HD2.
The instructions are pretty simple:-
1. Follow the instructions to download and install magdlr if you haven’t done so already
2. Download the Mango files from XDA
3. Put your HD2 into USB Flasher mode when prompted on HD2 boot up
4. Run DWI.exe from PC with HD2 connected
Note that Mango on the HTC HD2, while it works pretty well, is crippled by not being unlocked and not having Marketplace access, making it less than suitable as your daily driver.