Anyone did anything in HDR photography?

I did some tests with bracketing in my Nikon D70, toko 3 photos with tripod without moving the camera, each photo with a different exposures in RAW format and then merge them into a single one. The result was not good. I test it with a photo (3 photos) insite house, and the merge picture was very strange, didnt like it.
anyone did it? What software did you use for merge the pictures from 3 to 1 ?
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