Should Vibration Feeback work on the softscreen on HTC Desire HD phone I think this used to work on my phone and then stopped. Vibration feedback is enabled but only works for the four off screen buttons - Home , Menu, Back, &amp; Search not for any icons on the home or other screens.

So how can I get it to work normally again?
As long as the phone has a vibrator (and you mention it does), then it should work, unless HTC modified their flavour of the Android software. 

Go to 'settings'-> 'Language &amp; keyboard' -> your keyboard (often 'Android keyboard' or 'Touch input') -> enable 'Vibrate when typing' (in case of 'Touch input' this is in a 'Text input' submenu).

The real 'vibrate' (on call)  function as you know it from your old feature phone is at 'settings' -> 'Sound' -> 'Vibrate'.