[photoshop-beginners] Merge HDR

Loving my new book someone suggested Adobe Photoshop CS5 Classroom In A Book. Hit a snag today though. Lesson 05 page 139 merging exposures into HDR image. When I do that I do not get a nice picture like they show. I got a really dark, smeary, grainy ugly thing with no way to fix it that I could find. After 5 times I finally gave up. Any ideas? I had reset Photoshop as directed and everything else has worked until now. Thanks for any ideas or help you can send my way. I know I have brick marks on my forehead from this program but, thought I was finally crawling out of the muck and mire, until this.

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