Another good webpage to do HDR is Popular Photography. I am still learning the tricks of processing HDR but the Photomatrix seems a lot easier to use and obtain results.High dynamic range. This will be a good place to start:
http://www.luminous-landscape.com/tutorials/hdr.shtml
It will be very good to use a tripod for all the shot, otherwise you will need to spend some time aligning the photos for the HDR.
Otherwise the next best tool to use is the Shadow/Highlight tool of Photoshop CS2.