Keys to shooting HDR photos:

1) Proper subject. HDR really shines when you have a very large dynamic range to work with. Photos taken at night with an area illuminated by artificial light, or a huge church with light streaming in through stained glass windows and dark shadowy nooks look great! A sunny afternoon in a wheat field would not.

2) Moving subjects don't work. For example, people walking through the frame will look like ghosts in the final picture.

3) Use a Tripod. These pictures have to line up perfectly... even the camera shake from your hand will mis-align them to some extent. Photoshop can take this into account to a degree, but better to be safe.

4) Use a remote cable release (or put your camera on timer delay).

5) Use your mirror lockup feature if you can. (Again, less vibration).

6) Only vary the amount of time to get different exposures NOT the aperture or ISO. Changing the aperture will change the depth of field, which will mess up the final composite.

(You can vary the time on a set of photographs by using the bracketing function. Bracketing will take a 'normally' exposed picture, then one overexposed by up to 2 stops, then one underexposed by up to 2 stops in quick succession. If you need more than 3 exposures, do it manually. 3 is the MINIMUM needed, 5-7 is usually best to cover the entire dynamic range.)

7) Shoot in RAW

Navigate to the directory containing your images.

Click your first image in the sequence (brightest or darkest, doesn't matter)

Now press and hold the Shift button and click the last image in your sequence This should highlight all images in the sequence.

Go to Tools>Photoshop>Merge to HDR

Go get yourself a coffee... this may take a couple of minutes.

Your HDR window should be open now : )

Go to File>Automate>Merge to HDR

Leave the drop down menu on Files, and hit the browse button

Navigate to your pictures. Hold the CTRL button down, and click on each of the files in the sequence. (Doesn't need to be in order). Click Open when you are done.

If you shot the sequence hand held, check the "attempt to automatically arrange source images" button. If you shot it with a tripod, leave this unchecked (it can mess things up)

Click OK.

Your HDR window should open.

On the left-hand side, you see a list of the pictures in your sequence. If you click on the little box below the picture (with a green check mark), you can turn that picture off in the sequence. You will get an immediate update as to how your image will look in the viewing area. It's easy to get carried away with the number of pictures in the sequence when shooting. Sometimes, this can lower the quality of the final picture, so try turning some off and see the result.

Ignore the bit depth drop down (why make an HDR image and only save it as 8-Bit?)

You can tweak the white point parameter if you want, but in HDR you save all the info anyway, so ignore this as well.

Once you have your finished file, you will probably be disappointed. Some areas might still seem blown out, while others too dark or bright. Don't worry, we still have to convert it to 8-Bit

Save your work as a 32-bit image. Photoshop is the best program to Merge your HDR images, but not necessarily to process them. Saving your image as a 32-bit image allows you to process it again in a different program to see the difference.

Press CTRL, Shift, S together. Choose either photoshop PSD or radiance HDR as the file type.

From the Method drop down menu choose 'Local Adaptation' (heh, make sure it's not on 'exposure and Gamma'. It looks almost identical, but you will go crazy trying to move the curves!)

Make sure you turn down the 'Toning Curve and Histogram' switch so you can see the curves dialogue box.

Grab the line at the bottom left and pull it to the right, until it hits the first piece of information on the graph (in this case it's the biggest spike on the left). This should really bring out a lot of the contrast.

If you are still not happy, grab the top right line and pull it left or down while watching the effects on your picture. Down will darken the entire picture, Left will lighten it.

You can add extra points anywhere you want on the line, and tweak your contrast to taste.

When you are happy with your picture, hit OK.

Save with a different extension (CTRL + Shift + S)