How do I root my Nook HD? I checked The Master List of Rooting Techniques, and found nothing. This XDA thread looked promising.
To root a Nook HD or HD+ you can use Clockworkmod (CWM) Recovery, a tool to install modifications to an Android device.

Follow the instructions on this XDA thread to create bootable Micro SD from one the provided images.

I used Win32DiskImager on a Windows XP net-book with a built-in card-reader to burn a SD with the NookHD-bootable-CWM-6025-for-emmc-stock-small-rev2.zip image. And I copied NookHD-HDplus-Universal-Root-rev1.zip into it.

Once I could boot my Nook from the CWM SD I made a backup and used "install zip from SD" to apply the NookHD-HDplus-Universal-Root-rev1.zip

More information and tips to be found at the XDA thread