I have a k-x but I have not used the built in HDR function yet; primarily because it takes too many settings in menu to turn it on
. I shoot in raw, and to me, tone mapping the image later in photomatix seems more non-intrusive.
Regardless of the method (in camera, or photomatix), a couple of things that will help with the final result are:
1. Light - rule of the thumb here is to shoot in the golden hour because thats when you have the softest light.
2. Should have shadows and highlights in the image.
The image below was taken by k-x and then tone-mapped in photomatix. It was shot early in the morning.