Canon EOS 350D camera specifications
1/4000 to 30 sec. (1/3- and 1/2-stop increments), bulb, X-sync at 1/200 sec.
the highest sync speed is only 1/200, nothing wrong with your sigma flash, go and read the camera manual.
If you set higher than 1/200, half of you picture is black.
And slso, Canon EOS 350D camera is using focal plane shutter not leaf shutter, so no shutter inside the lens.
btw, if you want higher sync speed, can get a camera using leaf shutter lens or a Nikon D70s.[FONT=Arial,Helvetica,Geneva,Swiss,SunSans-Regular] [/FONT]
I don't know about the Sigma flash but with a Canon flash (some models) you can set the flash to a mode called "FP Sync". This allows you to use the flash with a shutter speed higher than 1/200s.