easy bake instructions:
in cs2, open the files that you want to merge. (each of your different exposures)
don't alter them yet, just open them.
in cs2 go to file>automate>merge to HDR
a dialogue will pop up...select "use open images" if you have other files that are open that you don't want, you can remove them by highlighting them and hitting the remove button.
make sure "align source images is checked."
if you have any files that have been altered and not saved, you will get an error message saying that files cannot be used unless saved.
click ok or enter (whatever that button says) and it should start working on your HDR composite...sometimes it takes a bit.
once you have created your HDR composite, you will need to go to image>mode>16bit to start using most of your adjustment controls.
32 bit locks most of the good stuff. you can use 8 bit too, but i usually wait to go to 8 bit when i have finished editing and am optimizing for save.
good luck!
(if you have any questions, please feel free to send a note. always glad to help.)