The Head Mounted Projection Display (HMPD) is a growing interest area in HCI. Although various aspects of HMPDs have been investigated, there is not enough information regarding the effect of HMPDs (i.e., head referenced static and dynamic displays while a user is in motion and standing) on visual attentional performance. For this purpose, we conducted a user study (N=18) with three experimental conditions (control, standing, walking) and two visual perceptual tasks (with dynamic and static displays). Significant differences between conditions were only found for the task with dynamic display; accuracy was lower in walking condition compared to the other two conditions. Our work contributes an empirical investigation of the effect of HMPDs on visual attentional performance by providing data-driven benchmarks for developing graphical user interface design guidelines for HMPDs.