Open up your RAW file in the editor, your editor will probably be different with different models of camera, but they should all work the same.
Go to File > Convert & Save, name the photo and save it. It'll then convert it from a RAW file to a JPEG.
Then, move the exposure slider down so instead of it reading 0.00, it reads -1.00.
Convert & Save.
Do the same again, but the oposite way, so that the slider shows +1.00.
Convert & Save.
Close the editor.
Now you should have 3 photos with different exposures. One correct, one under exposed and one over exposed.
Click on Generate HDR, and load all 3 photos into photomatix at the same time (Shift & Click).
Once Photomatix has loaded your photos, you will start off with something that looks like a half blown out, heavy contrased mess.
Click on Tone Mapping, play about & see what you can come up with by moving the sliders around etc.
When you're happy, generate it, save it, open it in photoshop and do what other bits you want to, and that's your HDR.
I find that HDR's work better with 3 exposures straight from the camera, rather than altered exposures in the RAW editor. Also, HDR doesn't seem to work well for everything, so don't be dissapointed if some come out shite, it takes a while to get the hang of. It's usually the un-expected photos that turn out the best.
HTH.
