Some progress, perhaps
When I first tried to make some HDR pictures, the results were horrible - as you probably saw. However, I've since tried Photomatix Essentials, and the more I use Photomatix Essentials the better I like it. I especially like the way it can rescue deeply shadowed parts from a single exposure.
Some people say that process isn't "real" HDR, but to my mind it's a distinction without a difference.
Here for example are two pictures. The first is a single picture with somewhat deep shadows. The second is the same picture after processing it with Photomatix Elements.