Hi Ratsmasher,
He is talking about .17 CF (centre fire) which lots of users reload because if you get it right its cheaper, can be more accurate and some calibres are often very difficult to get in factory off the shelf ammo especially some of the smaller or more obscure calibres.
A 17HMR is a .17 Hornaday Magnum Rimfire cartridge and practically speaking you cant re-load rimfire cartridges. Also .17HMR is not THAT expensive (between £10 - £17 for 50 rounds) where as a centre fire round, depending on calibre is around £1-£2.50 a bullet.
Hope that helps.
ATB
Jonno