Well Trishy, this proves Photomatix works.
But there certainly is difference between your 0EV shot and the HDR result. Just look at the definition of the sky for starters - there is less washout and more definition.
Nevertheless what HDR innately does is reduce contrast and cause an unnatural plasticky look to landscapes in particular, and this one's an example of that - the flat looking building lacks clarity and contrast is certainly lacking.
Not all scenes need HDR, and those that do rarely need a heavy treatment of it so as to render that artificial look. It's all a matter of practice to see what suits when, so keep at it and show us what you get!