The first question you may ask would be "what does HDR mean?"... HDR is the acronym for "High Dynamic Range". The simple explaination could be "that's a way to make your photographs looking like what you see in real life".
If I go deeper, I would say that your eyes can capture images with high differences of intensity and contrasts, things that your camera's sensor, even if it's better and better, can't make without post-production.
So, without going too deep with technical stuff, the objective of HDR is to fuse several instances of a same photo with different expositions, in order to get a unique photo which would be well exposed everywhere.
An example is better than words. I took this picture with a cloudy sky which means a high brightness sky. In this case, you don't have much choice: you can expose the little wood or the sky, but not both... This is where HDR comes. The first photo is the original shot, the second is the same processed with HDR (using photomatix without any adjustment). I let you make your own opinion...
If you want more information about it, if you want to know what is tone mapping or other stuff, you should trust google and make some searches.
Damien
