At the present time, Intel graphics chips do not support CUDA. It is possible that, in the nearest future, these chips will support OpenCL (which is a standard that is very similar to CUDA), but this is not guaranteed and their current drivers do not support OpenCL either. (There is an Intel OpenCL SDK available, but, at the present time, it does not give you access to the GPU.)
Newest Intel processors (Sandy Bridge) have a GPU integrated into the CPU core. Your processor may be a previous-generation version, in which case “Intel(HD) graphics” is an independent chip.