How to make HDR?

This is a tipical way to use Photomatix(ver.3.0) I've just installed today.

First of all you prepare 3 different exposed images.
Click "HDR generate" and arrange tone compression, luminosity, color temprature and details exposure.
It seems to be easy....But How it is ? It depends on quality of the originals :-)

YOKOHAMA#19 3JPG+HDR

My very first trial of HDR. hehe.
Hummm...
Big bifference comparing to the above.




Hummm....Shoud I make it from RAW file?





From RAW file***************************************







I found a nice community HDR group.
Here are some hints to make a good HDR in the discussions.