Photo 1 and 2 are from a hike I took last year.
Photo 3 and 4 are of a building in San Francisco.
Step 1: Materials
If you do not have CS5, you can always download a free trial from Adobe
Step 2: Pick your Picture!
Step 3: Shadows and Highlights
Step 4: Desaturate and Hard Light
Look back over to the layers, where there is a pull down selection box. Find the "Hard Light" button.
Now it's starting to look like a real HDR!
Step 5: Gaussian Blur and Soft Light
If it looks good, go ahead and save it as a .PNG. (File>Save As...)
Step 6: Results:Before/After
Step 7: Getting More Advanced
Step 8: Examples
If this method worked well for you, I would love to see some examples in the comments!