The answer is simple. It is certainly user error. But you certainly don't stand alone. I would highly recommend meambobbo's guide to high gain tone found here

http://line6.com/support/thread/71651?tstart=120  you also have customtone as a springboard to get you rolling.

In the absence of a specific question I would like to offer a couple high gain tones for you to try, and if you like them I would open them up in edit and examine what is making it sound the way it does. Amp used, path of effects, what effects used, volumes, levels and so on. These are a couple of mine that have been fairly popular. http://line6.com/customtone/tone/214501/ or http://line6.com/customtone/tone/212179/

Hope this helps.

Mark

Hi Billy - I'm the person who wrote the Start-Up guide recommended by Silverhead. 

If there is anything you need help with, please just ask me in a PM, or if my Guide helps get you going, then I'll be thrilled it did what I intended.  I know what you mean about backline rentals.

Also need to know - does your situation begin and end with just an HD500?  Are you using JTV guitars, DT 50 or DT 25 amps in combination with the HD500?  ALl these pieces are designed to integrate together seamlessly, but each piece has it's own nuances and "tricks" for getting the most out of each as well as combined.

Let me or any of us here know what you need or want, and I'm sure we'll come up with many suggestions.

Since you mentioned a patch that has balls but cleans up nicely when volume rolled back.  Try this patch I created a very long time ago for just that purpose.  It can be made to go either way on the cleaner side or the on the heavier side with only a few tweaks depending on the guitar you're using.

Here's the first page of HD500 patches...Try the Mesa/Engl patch if you need very heavy that cleans up reasonably, but the ALL PURPOSE MARSHALL will be my highest recommend (on page 4) as it DOES clean up very well with the vomume as well as get fat when volume maxxed out.

http://line6.com/customtone/profile/MerlinFL/3/

http://line6.com/customtone/profile/MerlinFL/4/

Let ME know if you tried these patches and what you thought of them.  I always appreciate other people's opinion of the patches I create and use for my live performances.

Take care,

Neal