HDD
HDD stands for "hard disk drive", typically where data is stored on computer. As this is a mechanical device, it is one of the more likely devices to fail inside of your computer. For this reason, make SURE you do a backup of any important data you have. If you do think your HDD is dying, or are having issues and would like to check, all major HDD vendors offer a diagnostic boot cd image. This means you should download it, and burn it onto a cd, and boot your computer off it, which will step you through the process of testing your HDD for issues.
Maxtor's MaxBlast 4 Diagnostic software
Secure deletion
If you have shred installed, you can use
# shred -vz -n 50 /dev/hda
assuming /dev/hda is the disk you'd like to wipe. If you don't have shred installed, you can use trusty dd:
# dd if=/dev/random of=/dev/hda
dban is a boot floppy, that is also included on the Ultimate boot cd
Peter Gutmann's paper on secure deletion of data
Testing on Linux
To test read speed on /dev/sda:
$ sudo hdparm -tT /dev/sda
To test write speed on /dev/sda (this assumes it's mounted and contains /tmp, and you have one gigabyte of available space!)
$ dd count=1k bs=1M if=/dev/zero of=/tmp/test.img