i think HDR photography is taking 3 (or more maybe) of the same photo using different exposures, each exposure losing some detail while revealing detail other exposures miss.
there's probably a bunch of programs that do this (and in fact you can do it ghetto in photoshop), but once you have the pics you use a program called photomatix to combine them.
this is completely off the top of my head, something i looked into a couple years ago. there's probably parts i've forgotten, and i expect most of the pics you'll find will have also have spent plenty of time in photoshop following their trip through photomatix. and yes it does produce some excellent pics.