HDR Photography done right can be a valuable tool in any photographers arsenal. Unfortunately HDR has more of a reputation as a gimick to create an unrealistic photo that's blown out and over-saturated and pictorial. The nature photographer however can use this trick to penetrate those big blocks of black shadow and bring back a blown out sky in full detail.
A normal photograph captures a range of light starting at a middle grey and moving out to a certain point, anything darker or lighter than that point becomes a blown out white blob or impenetrable black mass. HDR Photography expands that range by taking one overexposed and one underexposed photo along with your original exposure. The result is a photo that can more accurately capture what the eye sees as you stand on a mountain summit, or in a grassy field. The process won't always add anything to a photo and care must be taken to keep the photo from becoming too pictorial.
1) The process begins in the camera by turning on automatic exposure bracketing in the cameras options and making a set of three exposures. Be sure to have the camera mounted on a tripod to keep the camera still between photos (I've improvised using trekking poles, fences, rocks, and sticks in case you don't have a tripod).
2) Once you have your three exposures load them into photoshop.