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
I think the "-hd" is for Cocos2D-iPhone, the "@2x" is for icons used by Apple (e.g. Default.png).
If you want to see the difference, 1) setup slightly diff images (e.g diff colour, add minor changes) between normal and the "-hd" version, then 2) run it in simulator with "iPhone" (for iPhone 3 GS) and then with "iPhone(Retina)" (for iPhone 4+) and you should see different one been displayed.
Hope this helps.
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.