Use the MODIS Reprojection tool (MRT) to convert HDFs to TIFFs. You can select the coordinate system and fields you want to extract from the HDF. You can do them one at a time or you can use the tool to create parameter files to mosaic and project multiple scenes for batch processing.

https://lpdaac.usgs.gov/tools/modis_reprojection_tool

Most packages can handle TIFFs and they're easy to work with.

Use the MODIS Reprojection Tool (MRT) to convert HDFs to TIFFs. You can select the coordinate system and fields you want to extract from the HDF. You can do them one at a time or you can use the tool to create parameter files to mosaic and project multiple scenes for batch processing.

https://lpdaac.usgs.gov/tools/modis_reprojection_tool

The MRT tool is a little finicky. You need to have both MRT and Java installed to a folder on your drive without spaces. I suggest reinstalling (or installing) Java and MRT to C:/programs/java and C:/programs/MRT. It can have problems searching for them when they are located in Program Files.

ArcMap can handle HDFs, too.