On the back of your HVX, on the bottom left side, there should be a button that says "Tape" on one side and "Card" on the other.
Hit that button and it should switch over to "Card" mode, which will give you the HD recording options.
It should also be noted, that you will need to have P2 card in order to record to HD, since the HVX doesn't support HDV tapes.
Good luck.
Also, I suggest getting Barry Green's HVX & HPX Book, and/or the HVX Boot Camp dvds, if you intend to use the HVX extensively.
Kyle Fordrung
Octopod Video Labs
http://www.octopodlabs.com