When I tried to replace a Pokemon's HM move with a TM (in Platinum), It said I couldn't do that now. Does that mean it's too late to change, or I will get the ability to forget HMs later?
The ability to delete HM moves lies solely with the Move Deleter, as is the same in every Pokemon game. The Move Deleter in Diamond/Pearl/Platinum can be found in Canalave City, in the house directly between the Pokemon Centre and the PokeMart.