The socket on the Hero has extra pins for audio/video than a normal Mini USB. On the Hero this can be used for connecting a headset or a (second) pair of headphones.
Charging and data transfer do not need the extra pins and can use a normal Mini USB connector.
I don't know why the cable included by HTC has the extended plug with the extra pins, because they don't seem to be used (the other end is a regular USB plug, no headset/headphones). It just means you can't use that cable on any non-HTC device. I just use normal Mini USB cables for it anyhow.