I have had a tinker again this afternoon, with a pic of a fire hydrant I took on Alcatraz on my recent hols.
This was not taken as a series of shots with exposure changes, but as a single shot. I then changed and saved 1 Raw file into 7 versions of the original Raw. I then dropped it into Photomatix and processed as you see below.
But..... the whole reason for doing this was to get the second picture, which is a black and white conversion of the HDR. It's not quite right, but it's getting there. It's good fun trying this new software and finding out what it can do.