lol i am still learning them as well. this is my first time with HDR. I just know little bit of concept.
you take min 3 photos...(same one) one with exposure -2, then another one with 0 and another one with 2
then use CS2 or photomatix to create HDR from those 3.
The last pic, I used 5 pics. or if you have camera that can handel RAW file, apparently you can create HDR from 1 image... haven't try that one yet
I use photomatix to create HDR, because the color tone is more vibrant compare to CS2 ( a bit washed out )
then play around with the tone mapping .... to make that