Step 11: Hold on.. "brightness mapped"?
Astute readers may have noticed the previous step was labeled "for brightness-mapped HDR". There are other techniques for achieving a similar effect, which I will outline, but the process is broadly the same other than creating the layer mask image.
Tone mapping refers to another method for creating layer masks. While the previous instructions used the brightness of the stock image to create the layer mask, another school of thought says that the interesting parts of a stock image are those with the greatest local contrast. To make a tone-mapped HDR image, once you have desaturated the stock image, choose Filters -> Edge-detect -> Edge... and select Sobel. This will create a new image where the edges in the stock photo are highlighted in white, the uniform areas are filled in black.
This image is again not yet suitable for use as a layer mask- the edge-detected mask has too much "ripple" in it, and if used for a layer mask will create a very patchy image. To smooth out the edge map, go to Filters -> Blur -> Gaussian Blur. Now you will need to put in the rough width of the ripples in the edge-detected mask. This will vary depending on the size of your stock photo- I shrunk mine to 572*428 (because I was editing them on a 500MHz PIII over a remote desktop connection.. it was traumatic), so 5 pixels was fine, but full-res 6 megapixel shots may require a larger radius. You are aiming for the ripply areas to be blurred to a more-or-less uniform grey, but not to smear the white areas out too much- again, experiment.
Once you are satisfied, copy the edge-detect map to use as a layer mask as before. Note that as this picks out areas of high detail, you don't need to invert the maps from your bright layers before using them as layer masks.
Brightness mapping tends to create a subtler effect, slightly increasing the colour in the image for a natural feel, whereas pure tone-mapping often gives a more dreamlike or psychedelic quality. Once I figure out how to combine a brightness map with a tone map to get a little of both, I'll edit it in here.