Download 'El Capitan', 'Mavericks' or 'Yosemite' from external link
If you've updated your MacBook Pro with the newest firmware update you may start to Internet Recovery Mode and reinstall the original OS X (probably Lion).


Install your new HDD
Detach any external drive (especially any external Time Machine backup drive).
Restart to Internet Recovery Mode by pressing alt cmd R at startup.
The prerequisites are the latest firmware update installed, either ethernet or WLAN (WPA/WPA2) and a router with DHCP activated.
On a 50 Mbps-line it takes about 4 min (presenting a small animated globe) to boot to a recovery netboot image which usually is loaded from an apple/akamai server.

I recommend ethernet because it's more reliable. If you are restricted to WIFI and the boot process fails, just restart your Mac until you succeed booting.
In the opening window choose Disk Utility.
Partition your drive: 1 (or more) partition, GUID partition table, Journaled HFS+.
Quit Disk Utility and open Restore OS X
Choose your new volume to install OS X there.
After successfully installing and configuring OS X, open App Store and install the latest OS X (El Capitan).