You can get it Online from some sites but in all honesty, the best version of HDLoader is the altered one (not the official version). I believe you can only use if you've softmodded your PS2 so it can run .elf files (PS2 executables).
I have my PS2 setup this way and the version of HDLoader I have can pretty much play nearly all PS2 games. If it doesn't support a certain game, and if the games popular enough, you can patch the ISO to work with HDloader (created by the online community).
Softmodding your PS2 is kind of complicated though, if you want to go that route, let me know and I'll post the information needed.
Essentially, what you need is..
Action Replay device with Thumbstick
PSX game (used as a trigger)
HDD and Official PS2 Ethernet Device
Those are the essentials. You should also check out compatability of the HDD your choosing with the PS2 ethernet device. If its not compatible (physicall), you can make it compatible by removing a certain piece.