that's not an HDR photo.
Please search, and read the FAQ's on photomatix's website as to what HDR actually is. It's not simply taking on exposure and turning it into 3, its much more than that. it's capturing a full dynamic range and putting it into one picture.
This topic has been covered multiple times
edit.
I don't mean to come across as a jerk, but this is like the canon vs nikon, mac vs pc, is there a god kind of topics. it pops up once a week, everything gets posted on the subject, but no one bothers to read and learn from them. Understanding what an HDR image "is", what the purposes of using one is, and how it is properly made is essential. While photomatix is a great tool, its almost too easy. People have just started doing what you did, take one jpg, change the exposure settings in a program, throw it into photomatix, crank the sliders to max, and then call it a finished product.
That is not what an HDR image is, or how it is created.
The photomatix FAQ found here
http://www.hdrsoft.com/resources/dri.html is a great starting place.