I thought for true HDR with multiple exposures you pretty much need to use a tripod to ensure the shots line up. Did you just use autobracketing, continuous shooting and try to hold the camera still? How many exposures did you use for each?
You are SUPPOSED to use a tripod, a remote, mirror lock, and anything else that can help still the camera. And I suppose for real, large HDR prints that makes a lot of sense. However, these are little more than experiments in a kind of photography that is new to me.
I did hand hold these with auto bracket set to 1,0,1, on my Canon 30D. For true HDR you are supposed to use at least 5 images, from 2,1,0,1,2, and they say 1/3 stops are even better, so seven to eight images is the ideal. My images are not perfectly in line, the photomatix software I have been using is just really good at what it does.
As I have been getting more serious about this form of photography I have been thinking about stabilization. I have a tripod, but it is abysmal. I bought it 5 years ago when I first traded in my 35mm SLRs for my first digital, a Minolta DiMage 7i. It was a good tripod for that, but toss my manfrotto head on it along with the 30D, battery grip, and an L lens and it isn't stabilizing anything. I have a monopod, and I think I will try and use that next time.
This is one I did today, and you can see from the fuzziness that is was not well aligned.