This is a Desire forum, not Desire HD, but the HD has the same bands as the Desire. And the bad news is, the answer to both questions is "no".
US and European networks work on different frequency bands (in both cases, the corresponding bands are allocated for other uses). The Desire has quad-band GSM, so you get GSM (and hence also EDGE) either side of the pond. But it's only dual-band WCDMA, so you need to get the version with the correct pair of "3G" bands (there are actually 3 different variants for different regions). Unfortunately this is a hardware difference - it's not a case of turning on a band, but that the transceiver doesn't support those bands.
Sorry about this - I'm afraid you are not the first to be caught out by this.