Ok, Excel 2007 doesn't allow you to directly reference another sheet when applying cf so you have to trick it by creating a defined named range that refers to the range on the other sheet.
So, navigate to Sheet2 and select the entire column D. In the name box, that little "box" immediately above the column A column header where it shows the cell address, type in a name for the range. Maybe something like Sh2ColD. Type in the name then hit Enter.
Navigate to Sheet1 and select cell A1 to set up the cf.
Goto the Home tab>Styles>Conditional Formatting>Manage rules>New rule>Use a formula to determine which cells to format
Enter this formula in the box below:
=COUNTA(Sh2ColD)<>0
Click the Format button
Select the desired style(s)
OK out