I have heard of people having problems using multiple files to do the HDR but where Machinery really shines is using a single file. Take the photo that was taken at the correct exposure and put it in Machinery then right click on that single image and click on Exposure Correction then go down to Bracketing +/- 2EV. This should simulate the other 2 images. Then go to Presets and experiment and see what you get.
I did this one real quick in Machinery with a few tweaks here and there.
this one I did in Photomatix. I actually took 3 different shots at different exposures of that image above. All I did in that image above was use the correct exposure. And I added a color layer to this one as well.





