The correct answer is; it depends.
First, it depends on what your local code requires. Most codes require CL2 rated cable for "plenum" use. It's been commonly called "In-wall" cable, but that's not really correct.
The relevant question is; are you using the cable to run in either a space above a ceiling that extends over more than one room, or in a wall area or chase that extends between more than one floor. If you are, then your local code will likely require CL2 rated cable. If you are just running it in a wall from you BD player to your TV then your codes likely don't require CL2 for that (although areas, and inspectors, do differ).
Low Voltage cables like HDMI cables are not really a threat to catch fire on their own. The question is, what kind of and how much smoke to they produce if they are burned in a fire. If they are in a plenum or chase, a fire in one part of the house could burn the cable and the chase or plenum could carry that smoke to a part of the house not yet affected by the fire. If you are just going inside a wall on a single floor, that's not really a concern. If you are going through ceiling or floor trusses, you should probably use CL2.
As stated earlier, CL2 cables are pretty cheap from monoprice so you might as well get them. If you already have a non CL2 cable and don't need one based on the above explanation, feel free to use what you have.