This is a very fair question in view of all the advancements in technology, medicine and the other vaccinations that exist for other disease. To date no one has been able to make a vaccine for HIV or the common cold. Part of the reason for this comes from the way vaccines work.
Vaccines trick the body into thinking that it has the pathogen in view and the body is then able to produces antibodies to destroy the pathogen. At this point the body has a record of the pathogen or we can say that the body has a immunological memory of the pathogen.
The problem with HIV and the common cold is that no scientist is able to predict the mutation of the pathogen. The rate of change is so great that no antibodies can be formed. In short, the body does not have a immunological memory to the pathogen.