First HDR test

Shot this at Lake Cumberland in KY this weekend. Believe I bracketed as -1 0 +1.

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The first thing that strikes me is that the point of interest doesn't look sharp. The second is that this really isn't a good instance where you need HDR.
I'm not sure what you're seeing either. The image doesn't have an embedded sRGB profile, & is your monitor calibrated & are you using a color-managed browser?
I sharpened the log more, & here's what I'd rather see as far as density, but I'm still not all that happy with the yellow colors in it:

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The first thing that struck me was the blue/purple fringe along the tops of the trees. The second thing is the lack of color/tonal contrast in the image. It might be worth doing a curves adjustment and maybe a black and white conversion to see if you can get a little more out of it.

Yeah, I'm not sure what that blue haze is up at the top. It was in all of the photos. Also, I guess I shouldn't have considered it HDR. I just wanted to get all the highs and lows. There were lots of dark areas.

I'm still learning PS CS4, so it took me forever to figure out how to even save it as a jpg. I might have screwed up some of the settings and lost info. I am on a calibrated monitor.

Your purple fringe is the trees moving, HDR and identifiable moving objects is a bit of a cardinal sin IMO - it so rarely works and when it doesn't work it looks shockingly bad. That said I've done it on more than one occasion and had it work out just fine, those were very still days though. If you want a similar effect I'd take one middle-ish RAW and convert with 3 different exposures, that way you have 3 frames with identical object positions, but still get to use the full range of exposure (at least of the RAW), it'll never be as good an HDR result as a true HDR image with 3 different exposures in RAW, but it's a sticky plaster over the wound that is moving objects.

If the purple fringe was in the original images before HDRing I'd be wondering about the lens?

Scratch that. There isn't blue at the top of the original. Here is the midranged exposure of the shot. No PP done on it other than what lightroom does when it imports.

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Notice how the highlights aren't blown in that image & they are in the HDR image? Something in your settings needs to be changed.