Artifacts in HDR images

I've tried a few instances to create a good HDR image. It usually results in me falling flat on my face.

My most recent attempt was a Hawaiian sunset taken at -2,0,2. It was taken over the ocean with some rocks in the foreground. The rocks in the foreground only have detail at +2 and the sunset only has detail at -2. When I combine these in CS5 I do have a tough time getting the detail I want in the foreground while maintaining the sunset in the background. However, the bigger issue is that when I get past the tone mapping step, I zoom in on the water and see all sorts of artifacts in the water. I also see this in images where tree branches moved a bit. Because of these I rarely have kept an HDR image attempt.

In CS5 I choose to reduce ghosts and I choose the +2 or 0 image as these have the best exposure of the moving area(water).

Can I just not expect good results in these cases? Should I be doing something different?

I can post examples when I get home.

Use photomatix as it will deal with ghosting better than CS5, the artifacts is probably the programme guessing at what should be there and getting it wrong......sounds to me like you need more dynamic range in the shots