Hi paul, thanks for the top comments comments mate, I have CS2, and that does do HDR, although I have done the first few of my HDR shots using the CS2 software, I then downloaded the Photomatix trial software and was well impressed with it, IMO much much better results than Adobes version, give the trial one a go, it's free too.
Here's the link:
HDR photo software & plugin - Tone Mapping, Exposure Blending & HDR Imaging for photography