Based on my past sales experience if I remember correctly HD in cameras is any camera over 10MP (mega pixels) as such what you will find is many video or compact cameras may take a photo in HD (@ 10MP or above) however they are unable to film a movie at that quality as such many range around 3MP and above.
This can be due to a number of reasons though memory size used to be a primary one, battery and frame rates are now the more common reasons, that to me would be the reason it states it does not have HD move mode.
A model number for the camera/link would be helpful to find out the exact reason, the above is a rough guide
That means it can't record video in HD (720p or better) quality. It might or might not record standard quality video. Some digital camera can double as pretty decent video cameras, especially the HD rated ones.