I do a reasonable amount of HDR and at times with stitching. For whatever reason, I have never really been very successful (though I have tried) using Photomatix. I use another utility (Oloeno PhotoEngine), however I happened across this tutorial and it looked great and in addition to covering Photomatix it appears to cover (or at least address) a couple of other HDR utilities also. The author is one of the software developers at Photomatix.
One thing I did learn from this tutorial was that for interior with windows, 7 bracketed shots are necessary. I ran across this via the school of hard knocks shooting the Model T museum last year, only using 5 (+/- 2ev, which I thought was sufficient). I now wish that Pentax would provide the option of using 7 frames. You can still shift the 5 frames with by 2 ev and shoot another set shifting the other direction, resulting in 6 frames each 2 ev apart. So, that is a partial workaround. 7 frames would still be better as a one step process.
One note - the tutorial (a PDF file) after it is downloaded then jumps to a very annoying (at least for me) Facebook login via a Mediafire page. If you click on the pdf link in the first link it will take you to the second that will bring down the pdf then flip to mediafire. While the initial file is being brought down, just click on the [download] option in the upper right hand corner and bypass the facebook/mediafire stuff.