Marine1, here is my quick and dirty guide to shooting HDR pics, seeing as you are too lazy to read the manuals,

:
1. Put your camera on a tripod - you cannot do HDR photgraphy properly with hand-held shots, ok? And forget about doing HDR from 1 exposure - you need at least two or 3.
2. Set your camera to auto-bracket. Use a Scenery preset shooting mode. Don't worry about depth of field, for now. Get out the manual of the camera, and read the section on auto-bracketing. Set the brackets as far apart as your camera allows. (-1 - 0 - +1 on mine)
3. Now load your photos into your HDR software.
And now get this - one software is not better than the other. Don't get stuck on debating if Photomatix is better than something else. Learn how to use whichever software you're using, properly. (I switched from Photomatix to Dynamic Photo after you mentioned it earlier in this thread, but most of my pics were done in Photomatix. Thanks for telling us about Dynamic.)
In Summary:
You need a camera that can auto-bracket, a tripod, and any HDR software. That's it. Now go take awesome pics and have lots of fun, I'm waiting to see what you can do.