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. 

[Maintaining Eye Contact][1] 

> 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.


  [1]: http://work.chron.com/ways-keep-eye-contact-during-interview-1516.html