I have never had any luck trying to get good results from the HDR Pro module built into Photoshop, but I learned a cool technique the other day that has made it much easier. I wish I had known about this a long time ago, it would have saved me a lot of wasted time and headaches. I do not know how to grab a screen shot of the program, so I’ll just have to describe it. Don’t worry, it’s really easy.
1) Open your bracketed files like you usually do in Lightroom or Bridge.
2) Adjust each one individually. The dark one for the sky, the light one for the foreground detail, and the normal exposure for the overall feel.
3) Select the photos and open in HDR Pro in Photoshop like you usually would.
4) Once in the HDR module, do not make any adjustments. Instead, click on the drop down at the top right and change it to 32 bit.
5) Check the box that says make adjustments in camera raw, then click open on the bottom.
What this does is take all of the bracketed exposures (I use three) and combine them into a super-raw file that contains all of the dynamic range and information from all of the files. You can then easily make all of your adjustments like you would on a normal file, but you will have a lot more range in what you can do. I made the picture below using this technique. I did not take the original pictures, I got the raw files as part of a course I bought. But I did the processing.
Give it a try. I found this to give a much better result than the HDR PRO does.