Thanks for the feedback guys. In the second I also slightly adjusted the greens, and make the sky "bluer."
Yeah, HDR is basically extending the light values that can be recorded. I get the concept fairly well, I think. LIke my Canon 40D has a 9 value range. With the +/-2 exposures I get grab details with the highlights the underexposed image (what would blowout in a normal exposure), and details in the shadows with overexposed image (what would clip as black in a normal exposure). My first real deal HDR image was a tree a night where I was definitely getting details I wouldn't be able to get without HDR, I should post that, but need to resize it (currently a 45 MB file).
Generally, my goal is to make it not noticeable that it is an HDR image, but just a camera with a 13 value dynamic range instead of 9. Though the surreal effect is enjoyable from time to time, I don't want to do that regularly. It just seems that when I do "Merge to HDR" in Photoshop it's not popping automatically. I need to figure out my process after that. I need to learn what's wise to do with the histogram slider after the merge before opening in Photoshop proper. HDR merging is also the first time I've had to change the mode to less bits in order to be able to use most image adjustments.