I am not quite sure how use HD images for sprites in cocos2d. I looked through the documentation, and downloaded the newest beta which supports points instead of pixels, but I
If you're using the latest beta, the only change you should need to make is export all your images at twice the size and use the "-hd" suffix, similar to Apple's "@2x". The documentation also says you need to set the content scale factor of the director, but in my case I didn't seem to need to do that.
Though it sounds like you've already read through it, I'll link to the documentation in hopes that someone will benefit.