Got a Desire HD. USSD works, but if it gets stuck ('MMI code processing' or something) I need to reboot the phone. Seems to disable touch screen, and I have no buttons to use to cancel it...
I have this issue too. I can go *100# for balance but everything else fails.
What's interesting is that if you dial the numbers (withouth the *s and #s) it says calling Emergency. I'm also on Vodacom.