I read through most of this thread i think and I don't think anybody showed how to do this with photoshop in just a few easy steps.
1 - Open your photo in photoshop. Leave the original layer alone and do all your work on your layer "copy". In this case it's "Background Copy". Make sure that "Background Copy" or your duplicate layer is highlighted. (Highlighted blue shown in my pics).
2 - Duplicate Layer - Click on the "arrows" in the top right corner of your Layers Window...then click on "Duplicate Layer" on the drop down menu.
3 - Desaturate Layer - Press and hold "Shift" and "Ctrl" at the same time while pressing the "U" key. Now all the color is removed from your photo.
4 - Invert Layer - Press and hold "Ctrl" while pressing the "I" key. Now your B&W image is inverted.
5 - Gaussian Blur Layer - Click on "Filter" at the top, then click on "Blur" on the drop down menu, then click on "Gaussian Blur" on the next drop down menu.
6 - Gaussian Blur Layer - After clicking on "Gaussian Blur" the Gaussian Blur window will open. Move the slider (see red arrow) up to about 45-55%. You can experiment with the % on this depending on your photo. I usually use about 55%, just depends on how it looks.
7 - Layer Effect "Overlay" - Finally click on the drop down menu arrow (see red arrow at top) on your layer window then move down the list to "Overlay" and click on that. That's it!
8 - Flatten Image - Now to be able to see the difference, shut your layer copy on and off a couple times to be able to compare the original layer with the HDR style layer copy on and off. This pic isn't as dramatic as most I've done but it this procedure definately brings out the details in the dark and shaded areas the way it's supposed to. A lot depends on detail and the right lighting. If you're happy with the effect, flatten the image for your final HDR pic. Click on "Layer" at the top and then click on "Flatten Image" towards the bottom of the drop down menu. See red arrows.
Make sure to save this file under a new name so you don't save over the top of your original file.