As we all know you can't get a HDR image from a single RAW file but here's my version of how to get a primitive HDR from a single RAW file.
1) In your RAW conversion software generate two exposures, no more than a stop apart, to get in the shadows in one and the highlights in the other.
2) In Photoshop move one of the files into the other by using the move tool (V) while holding down the shift button.
3) Rename each layer appropriately.
4) Position the darker layer at the bottom of the stack and highlight/select it.
5) Goto Select | Color Range...
6) Then Select: Highlights
7) Click OK
8) Highlight/select the upper / brighter layer
9) Select the Lasso tool (L)
10) Right click and select 'Select Inverse'
11) Right click and select 'Feather...'
12) For my 8 MegaPixel shots I use a feather of 25, experiment with this number yourself.
13) With the top layer still highlighted click on 'Add Layer Mask' in the layers pallet
14) By holding down the Shift key and clicking on the new layer mask you can see the HDR in action.
If the image doesn't look convincing then try a smaller difference of exposure in the raw conversion. Experiment, experiment.
I hope this helps someone and hopefully there's not a better way of doing this out there or I've just wasted my time typing up this post.
Please let me know how you get on with this one.
Enjoy, Norm...