To do HDR photography you have to take several images of the subject varying the exposure in each one to get a full tonal range. Then you merge together using HDR software to get the results you require. However you can do this with one photo and get reasonable results. In photoshop you can alter the exposure manually.
Go to Image-Adjustments-Exposure (see below)
This opens up this box.
Next alter the top slider till it shows -1.00 (as below)
Press ok and save as the image give it a name like HDR -1 jpg
now Repeat the process only alter the top slider to +1 (see Below)
Again Save as HDR+1jpg
Ok you should now have three images. The original, HDR-1 and HDR+1
You now merge the three together in your HDR software I used Photomatix 4.
You now have your single HDR photo without having to take several exposures on your camera. This is a cheaters way of producing an HDR image but it allows us to play with any single image that we have on our computers. Photoshop can merge HDR images from CS2 but sometimes you may need more than three exposures to get a result, later versions work much better.