Welcome to Android Central! What kind of HTC phone did your friend have--was it an Android phone? I'm assuming that's the case, since HTC Sense is the name of their Android interface (it isn't the name of a phone). So when you put it back in your Lumia, your phone just stopped working? Or your phone can't detect the SD card any more?
In general, I would avoid swapping SD cards between different platforms. When you insert an SD card into an Android phone, it immediately creates a few directories for later use. Maybe something it created caused some incompatibility with Windows Phone.
Try removing the SD card from your phone and inserting it into your computer. With the computer's file browser, delete any folder that seems unfamiliar. Then reinsert the SD into your Lumia and see if it works.