While they're similar, there's a subtle difference between "head up" and
"harden up".
To head up is to turn the boat to windward. This might be done to
respond to a change in wind direction or speed - i.e. when a puff hits
the apparent wind moves aft allowing you to head up without re-trimming
the sails.
To harden up is go to a higher point of sail. This involves trimming in
the sails and is usually accompanied by a change in direction as well
(heading up). But not always - i.e. if you're on a reach and encounter a
header you might harden up without heading up.
That said, on a dinghy where you're constantly trimming and feathering
anyway it may be a distinction without a difference.
http://cagle.slate.msn.com/working/040514/matson.gif
Yes, I understand that. Thanks for clearing it up.