Definitely do not go to HR and create a problem where there isn't one.
Free life advice: I would urge you to train yourself to be respectful in the workplace and focus on looking a woman in the eye.
For some, eye contact is uncomfortable and in that case, focus on the area between her eyes (this worked for me as an awkward young man).
As a side note, if a woman is uncomfortable with the occasional glances, a minor adjustment to a professional conservative work attire usually can fix this.
Although the standard advice is to maintain good eye contact throughout the conversation, don’t take this to mean that you should stare fixedly at the other person. Maintain eye contact in a natural and friendly manner, which means that there are brief breaks and reconnections. For instance, it would seem natural to look away briefly if you have to pause to think about your answer. Then reconnect strongly as you begin to speak.
The advice above references an interview, the same concept can be used here too.