First, follow the tutorial :
http://flyingpanther.wordpress.com/hdr-tutorial/
This will get you most of the way.
As for photoshop,
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By curves I mean Curves (open and play around, the presets are pretty decent to for the uninitiated (medium contrast FTW!)).
By Levels I mean "Levels (first option) and pretty much all the settings that occur after the "Curves" option (most notably Brightness/Contrast, Hue/Sat, Shadow/Highlight, & Exposure). Play around & practice; try to remember what does what for future use.
I'd highly recommend avoiding the "Auto" adjustment tools in the menu, they're almost worthless (IMHO). When you get good enough, you can do *ALMOST* everything in "Curves".