Hi, Ross,
I've had better luck with the Photomatix HDR software, which you can download on a trial basis.
That said, from your description of your own work, you might be better off shooting two or three frames and blending them together by hand, using layers in Photoshop. A lot depends on what the transitions look like between the brightest and darkest areas, of course. You might also try the Adjustment Layer blending technique on single 16-bit files. This technique is described well in the Real World Photoshop books.
When I have images with a strong horizon line transition between shadow and highlight, I often find that HDR damages the contrast in both the shadows and the highlights. It makes the transition look okay, so maybe it's a way to make yet another layer? Haven't tried that yet.
--Ken