I was going to suggest qtpfsgui:
http://qtpfsgui.sourceforge.net, but it looks like Luminance is the exact same program, by another (saner) name. You can do HDR with photoshop or alternatives thereof, but it actually is harder (you have to know exactly what you are doing).
I'd recommend you read a tutorial on qtpfsgui/Luminance, it isn't that hard once you figure out the basic workflow.
There are 2 main steps to it:
1) Creating the HDR image from your source jpegs. For this, you can use a wizard which will guide you to the process, possibly request exposure information and will try to align the images for you, if necessary.
2) "Tonemapping" the HDRs, that is mapping each pixel in the 32 bit (or more?) range to a color range that can be reproduced by your screen/printer. This is the more creative step, since you can select different algorithms (from the more realistic "Reinhard"s to the painting-like "Fattal") and their parameters. Just experiment at that stage rendering the results in small windows until you are satisfied.
EDIT: Here is a qtpfsgui tutorial:
http://garmahis.com/tutorials/hdr-tutorial-free-software/ to get you started.